Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
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Publication:1675706
DOI10.1007/s10687-016-0277-xzbMath1373.86016arXiv1312.4584OpenAlexW972036321MaRDI QIDQ1675706
Martin Schlather, Petra Friederichs, Marco Oesting
Publication date: 2 November 2017
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4584
Random fields (60G60) Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Geostatistics (86A32)
Related Items (13)
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang ⋮ Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” ⋮ Extreme value estimation for discretely sampled continuous processes ⋮ Characterization theorems for pseudo cross-variograms ⋮ Covariance models for multivariate random fields resulting from pseudo cross-variograms ⋮ A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting ⋮ Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes ⋮ A regionalisation approach for rainfall based on extremal dependence ⋮ A continuous updating weighted least squares estimator of tail dependence in high dimensions ⋮ Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes ⋮ Testing for changes in the tail behavior of Brown-Resnick Pareto processes ⋮ Long range dependence for stable random processes ⋮ Modeling spatial tail dependence with Cauchy convolution processes
Uses Software
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