Conditional sampling for spectrally discrete max-stable random fields
From MaRDI portal
Publication:3021246
DOI10.1239/aap/1308662488zbMath1225.60085arXiv1005.0312MaRDI QIDQ3021246
Publication date: 22 July 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.0312
max-stable process; set cover problem; regular conditional probability; MARMA process; Smith model; spectrally discrete representation
60G70: Extreme value theory; extremal stochastic processes
Related Items
On generalized max-linear models in max-stable random fields, Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet, A continuous updating weighted least squares estimator of tail dependence in high dimensions, When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs, Conditional sampling for max-stable processes with a mixed moving maxima representation, Properties of extremal dependence models built on bivariate MAX-linearity, An M-estimator for tail dependence in arbitrary dimensions, Multivariate records and hitting scenarios, Conditional independence among max-stable laws, Extreme value estimation for discretely sampled continuous processes, Max-linear models on directed acyclic graphs, Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data, Exploration and inference in spatial extremes using empirical basis functions, Regression-type analysis for multivariate extreme values, Conditional independence in max-linear Bayesian networks, High-dimensional inference using the extremal skew-\(t\) process, Exceedance-based nonlinear regression of tail dependence, On the distribution of a max-stable process conditional on max-linear functionals, Max-stable processes and the functional \(D\)-norm revisited, The realization problem for tail correlation functions, On the hitting probability of max-stable processes, Stochastic derivative estimation for max-stable random fields, Probabilities of Concurrent Extremes, On generalized max-linear models and their statistical interpolation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Prediction of stationary max-stable processes
- Random usc functions, max-stable processes and continuous choice
- Stationary max-stable fields associated to negative definite functions
- Stationary min-stable stochastic processes
- A spectral representation for max-stable processes
- max-infinitely divisible and max-stable sample continuous processes
- Models for stationary max-stable random fields
- On spatial extremes: with application to a rainfall problem
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Spatial extremes: models for the stationary case
- On the structure and representations of max-stable processes
- Basic properties and prediction of max-ARMA processes
- Modelling pairwise dependence of maxima in space
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Max-infinite divisibility
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Heavy-Tail Phenomena
- An Introduction to the Theory of Point Processes
- Algorithms for the set covering problem
