Modeling Spatial Extremes via Ensemble-of-Trees of Pairwise Copulas

DOI10.1109/TSP.2016.2614485MaRDI QIDQ4620565zbMATH OpenFDO

Authors Hang Yu, Justin Dauwels, Wayne Isaac Tan Uy

Publication date 8 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
• Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes
• Recognizing a spatial extreme dependence structure: a deep learning approach
• Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables

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