Maximum composite likelihood estimation for spatial extremes models of Brown-Resnick type with application to precipitation data

DOI10.1111/SJOS.12551MaRDI QIDQ5043790zbMATH OpenOpenAlexFDO

Authors Moosup Kim, Sangyeol Lee

Publication date 6 October 2022

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12551

zbMATH Keywords

asymptotic normalityextreme precipitationmax-stable processmaximum composite likelihood estimatorweighted tail empirical process

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12)

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Cited in

(4)

• Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
• Composite likelihood estimation for the Brown-Resnick process
• Maximum likelihood estimation of elliptical tail

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