Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling

DOI10.1080/10618600.2020.1844213MaRDI QIDQ5066459zbMATH OpenOpenAlexFDO

Authors Clément Chevalier, Olivia Martius, D. Ginsbourger

Publication date 29 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://boris.unibe.ch/148264/

zbMATH Keywords

extremal coefficientextreme value theoryspatial extremes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A spectral representation for max-stable processes
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
• An extended Gaussian max-stable process model for spatial extremes
• An introduction to statistical modeling of extreme values
• Bayesian Multidimensional Scaling and Choice of Dimension
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
• Estimation of spatial max-stable models using threshold exceedances
• Extremes on river networks
• Geostatistics of extremes
• Handbook of environmental and ecological statistics
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• Likelihood-based inference for max-stable processes
• Modeling nonstationary processes through dimension expansion
• Models for stationary max-stable random fields
• Modern multidimensional scaling. Theory and applications.
• Non-stationary dependence structures for spatial extremes
• Nonstationarity in ℝⁿ is second-order stationarity in ℝ²ⁿ
• Space–Time Modelling of Extreme Events
• Spatial extremes: max-stable processes at work
• Spatial modeling of extreme snow depth
• Spatially balanced sampling through the pivotal method
• Stationary max-stable fields associated to negative definite functions
• Statistical inference for max-stable processes in space and time
• Statistical modeling of spatial extremes
• Stochastic Models That Separate Fractal Dimension and the Hurst Effect
• Why scoring functions cannot assess tail properties

Cited in

(4)

• Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso
• Max-stable processes for modeling extremes observed in space and time
• Flexible Modeling of Nonstationary Extremal Dependence using Spatially Fused LASSO and Ridge Penalties
• Non-stationary max-stable models with an application to heavy rainfall data

Describes a project that uses

Uses Software

• DiceKriging
• DiceOptim
• ismev
• bmds

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