Approximate Bayesian computing for spatial extremes

DOI10.1016/j.csda.2011.12.003zbMath1246.65023arXiv1109.4166OpenAlexW2080144446MaRDI QIDQ434906

Richard L. Smith, Robert J. Erhardt

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.4166

zbMATH Keywords

numerical examplesmean square errorcomposite likelihoodmax-stable processspatial extremesextremal coefficientapproximate Bayesian computinglikelihood-freeunlikely freeze eventUS temperature data

Mathematics Subject Classification ID

Related Items (9)

Simulation-based Bayesian inference for epidemic models ⋮ Approximate Bayesian computation with composite score functions ⋮ Lazy ABC ⋮ An approximate likelihood perspective on ABC methods ⋮ A Bayesian hierarchical model for spatial extremes with multiple durations ⋮ Neural networks for parameter estimation in intractable models ⋮ Weather Derivative Risk Measures for Extreme Events ⋮ CRPS M-estimation for max-stable models ⋮ ABC model selection for spatial extremes models applied to south Australian maximum temperature data

Uses Software

• ismev

Cites Work

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• Approximate Bayesian Computation: A Nonparametric Perspective
• Inference for Stereological Extremes
• Heavy-Tail Phenomena
• An introduction to statistical modeling of extreme values
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