Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
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Publication:2965539
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Cites work
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- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- A hierarchical max-stable spatial model for extreme precipitation
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- Composite likelihood estimation for the Brown-Resnick process
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- Exploiting occurrence times in likelihood inference for componentwise maxima
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- Likelihood estimators for multivariate extremes
- Likelihood-based inference for max-stable processes
- Multivariate generalized Pareto distributions
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- On the likelihood function of Gaussian max-stable processes
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Cited in
(12)- Spectral density ratio models for multivariate extremes
- Likelihood estimators for multivariate extremes
- Extremes on river networks
- On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
- Conditioning exceedances on covariate processes
- High-dimensional inference using the extremal skew-\(t\) process
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
- A Mixture Model for Multivariate Extremes
- Estimation and uncertainty quantification for extreme quantile regions
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Full likelihood inference for max-stable data
- Exploiting occurrence times in likelihood inference for componentwise maxima
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