A flexible dependence model for spatial extremes
DOI10.1016/J.JSPI.2015.12.002zbMATH Open1337.62297OpenAlexW2220591737MaRDI QIDQ256468FDOQ256468
Authors: Jean-Noel Bacro, Carlo Gaetan, Gwladys Toulemonde
Publication date: 9 March 2016
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10278/3664093
Recommendations
- Dependence modelling for spatial extremes
- Non-stationary dependence structures for spatial extremes
- Measuring and modelling multivariate and spatial dependence of extremes
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- A survey of spatial extremes: measuring spatial dependence and modeling spatial effects
- Multivariate modelling of spatial extremes based on copulas
- Spatial extremes: models for the stationary case
- Dependence matrices for spatial extreme events
- Spatial regression models for extremes
Point estimation (62F10) Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Applications of statistics to environmental and related topics (62P12) Stable stochastic processes (60G52)
Cites Work
- Bayesian inference from composite likelihoods, with an application to spatial extremes
- A note on composite likelihood inference and model selection
- Title not available (Why is that?)
- Statistics for near independence in multivariate extreme values
- Statistics of Extremes
- Title not available (Why is that?)
- Likelihood-based inference for max-stable processes
- On composite marginal likelihoods
- Stationary max-stable fields associated to negative definite functions
- A spectral representation for max-stable processes
- Models for stationary max-stable random fields
- Continuous spatial process models for spatial extreme values
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Title not available (Why is that?)
- Bivariate extreme statistics. I
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Space–Time Modelling of Extreme Events
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
- Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
- Statistical modeling of spatial extremes
- Title not available (Why is that?)
- Title not available (Why is that?)
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Diagnostics for pairwise extremal dependence in spatial processes
- Spatial regression models for extremes
- A hierarchical model for the analysis of spatial rainfall extremes
- Dependence modelling for spatial extremes
- On multimodality of the likelihood in the spatial linear model
- Extreme dependence models based on event magnitude
- Max-stable processes for modeling extremes observed in space and time
- Concomitant tail behaviour for extremes
- The generalized Pareto process; with a view towards application and simulation
- Geostatistics of dependent and asymptotically independent extremes
- Geostatistics of extremes
- Dependence measures for extreme value analyses
- Estimation of spatial max-stable models using threshold exceedances
Cited In (35)
- Max-infinitely divisible models and inference for spatial extremes
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Non-stationary dependence structures for spatial extremes
- Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
- Extreme dependence models based on event magnitude
- Advances in statistical modeling of spatial extremes
- Asymptotic models and inference for extremes of spatio-temporal data
- Estimation of spatial max-stable models using threshold exceedances
- Spatial risk measures for max-stable and max-mixture processes
- Diagnostics for pairwise extremal dependence in spatial processes
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
- A Spatial Cross-Sectional Credibility Model with Dependence Among Risks
- A regionalisation approach for rainfall based on extremal dependence
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations
- Measuring and modelling multivariate and spatial dependence of extremes
- Asymptotic dependence modeling for spatio-temporal max-stable processes
- Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
- Modelling pairwise dependence of maxima in space
- A hierarchical max-infinitely divisible spatial model for extreme precipitation
- Censored pairwise likelihood-based tests for mixture parameter of spatial max-mixture models
- Recognizing a spatial extreme dependence structure: a deep learning approach
- Extreme value copulas and max-stable processes
- A hierarchical max-stable spatial model for extreme precipitation
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
- Dependence modelling for spatial extremes
- A survey of spatial extremes: measuring spatial dependence and modeling spatial effects
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
- Title not available (Why is that?)
- On extreme value analysis of a spatial process
- Extremes on river networks
- Spatial modeling of extreme snow depth
- Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso
- Nonparametric spatial models for extremes: application to extreme temperature data
- Modeling spatial extremes using normal mean-variance mixtures
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
This page was built for publication: A flexible dependence model for spatial extremes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q256468)