Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool

DOI10.1007/S11749-019-00663-5MaRDI QIDQ2195748zbMATH OpenOpenAlexFDO

Authors A. Abu-Awwad, Véronique Maume-Deschamps, Pierre Ribereau

Publication date 27 August 2020

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-019-00663-5

zbMATH Keywords

asymptotic dependenceasymptotic independencecomposite likelihoodmadogrammax-mixture modelmax-stable modelnonlinear least squares

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Nonparametric estimation (62G05) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12)

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Cites work

• A dependence measure for multivariate and spatial extreme values: Properties and inference
• A flexible dependence model for spatial extremes
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• An overview of composite likelihood methods
• Anisotropic Spatial Sampling Designs for Urban Pollution
• Bivariate extreme statistics. I
• Composite likelihood estimation for the Brown-Resnick process
• Dependence measures for extreme value analyses
• Dependence modelling for spatial extremes
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
• Extreme value theory. An introduction.
• Extreme values of independent stochastic processes
• Geostatistics of dependent and asymptotically independent extremes
• Geostatistics of extremes
• scientific article; zbMATH DE number 4100431 (Why is no real title available?)
• scientific article; zbMATH DE number 1085999 (Why is no real title available?)
• Likelihood-based inference for max-stable processes
• Madogram and asymptotic independence among maxima
• Modelling pairwise dependence of maxima in space
• Models for stationary max-stable random fields
• On composite marginal likelihoods
• On the likelihood function of Gaussian max-stable processes
• Semiparametric estimation for isotropic max-stable space-time processes
• Space–Time Modelling of Extreme Events
• Spatial extremes: models for the stationary case
• Spatial modeling of extreme snow depth
• Stationary max-stable fields associated to negative definite functions
• Statistics for near independence in multivariate extreme values
• Statistics of Extremes
• Variograms for spatial max-stable random fields

Cited in

(4)

• Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
• Censored pairwise likelihood-based tests for mixture parameter of spatial max-mixture models
• Modeling Spatial Processes with Unknown Extremal Dependence Class
• Recognizing a spatial extreme dependence structure: a deep learning approach

Describes a project that uses

Uses Software

• SpatialExtremes
• ismev

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