Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
From MaRDI portal
Publication:5120643
DOI10.1080/01621459.2019.1647842zbMath1441.62118arXiv1710.00875OpenAlexW2962740396MaRDI QIDQ5120643
Raphaël Huser, Daniela Castro-Camilo
Publication date: 15 September 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.00875
Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (11)
Modeling spatial extremes using normal mean-variance mixtures ⋮ Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty ⋮ Conditional normal extreme-value copulas ⋮ A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting ⋮ Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes ⋮ Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures ⋮ A regionalisation approach for rainfall based on extremal dependence ⋮ Modelling extremes of spatial aggregates of precipitation using conditional methods ⋮ A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation ⋮ Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution ⋮ Modeling spatial tail dependence with Cauchy convolution processes
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Efficient inference and simulation for elliptical Pareto processes
- Extremes on river networks
- Likelihood estimators for multivariate extremes
- Non-stationary dependence structures for spatial extremes
- The generalized Pareto process; with a view towards application and simulation
- Local likelihood estimation for nonstationary random fields
- Spatial modeling of extreme snow depth
- Interpolation of spatial data. Some theory for kriging
- Time-varying extreme value dependence with application to leading European stock markets
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- Maxima of normal random vectors: Between independence and complete dependence
- Structured factor copula models: theory, inference and computation
- Dependence modelling for spatial extremes
- Handbook of Environmental and Ecological Statistics
- Dependence Modeling with Copulas
- Multiresolution models for nonstationary spatial covariance functions
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Statistics for near independence in multivariate extreme values
- High-dimensional peaks-over-threshold inference
- Factor Copula Models for Replicated Spatial Data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Local Likelihood Smoothing of Sample Extremes
- Space–Time Modelling of Extreme Events
- Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Likelihood-Based Inference for Max-Stable Processes
- Geostatistics of extremes
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
- Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
- Composite likelihood estimation for the Brown-Resnick process
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
- Statistical modeling of spatial extremes
- A Space-Time Skew-t Model for Threshold Exceedances
This page was built for publication: Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes