Some new classes of stationary max-stable random fields

DOI10.1016/j.spl.2013.02.017zbMath1287.60065OpenAlexW2137286461MaRDI QIDQ386278

Christian Y. Robert

Publication date: 9 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.017

zbMATH Keywords

spectral representationmax-stable random fieldsPoisson-Voronoï tessellation

Mathematics Subject Classification ID

Random fields (60G60) Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (3)

Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ A characterization of the normal distribution using stationary max-stable processes

Cites Work

• Unnamed Item
• Unnamed Item
• Storm processes and stochastic geometry
• A spectral representation for max-stable processes
• Subexponentiality of the product of independent random variables
• Lectures on random Voronoi tessellations
• Models for stationary max-stable random fields
• Maxima of normal random vectors: Between independence and complete dependence
• Dependence modelling for spatial extremes
• On the likelihood function of Gaussian max-stable processes
• Order Statistics of Samples from Multivariate Distributions
• Extreme values of independent stochastic processes
• Semi-Stable Stochastic Processes
• A Multivariate Exponential Distribution
• Probability
• Statistical modeling of spatial extremes

This page was built for publication: Some new classes of stationary max-stable random fields