Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data
From MaRDI portal
Publication:5130596
DOI10.1080/01621459.2019.1617152zbMath1445.62250arXiv1708.02447OpenAlexW2946511436WikidataQ127880412 ScholiaQ127880412MaRDI QIDQ5130596
Carlo Gaetan, Jean-Noel Bacro, Gwladys Toulemonde, Thomas Opitz
Publication date: 28 October 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.02447
asymptotic independencecomposite likelihoodgamma random fieldshourly precipitationspacetime convolutionspacetime extremes
Inference from spatial processes (62M30) Random fields; image analysis (62M40) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)
Related Items
A modeler's guide to extreme value software, Limit theorems for trawl processes, Spatio-temporal prediction of missing temperature with stochastic Poisson equations. The LC2019 team winning entry for the EVA 2019 data competition, Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Efficient inference and simulation for elliptical Pareto processes
- A hierarchical max-stable spatial model for extreme precipitation
- Some models for rainfall based on stochastic point processes
- A flexible dependence model for spatial extremes
- Latent process modelling of threshold exceedances in hourly rainfall series
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
- Max-stable processes for modeling extremes observed in space and time
- The generalized Pareto process; with a view towards application and simulation
- Geostatistics of dependent and asymptotically independent extremes
- Bivariate extreme statistics. I
- Computation of multivariate normal and \(t\) probabilities
- Stationary max-stable fields associated to negative definite functions
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Practical nonparametric and semiparametric Bayesian statistics
- Models for stationary max-stable random fields
- Spatial regression models for extremes
- A hierarchical model for the analysis of spatial rainfall extremes
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
- Extreme value theory for space-time processes with heavy-tailed distributions
- A Bayesian analysis of some nonparametric problems
- Dependence modelling for spatial extremes
- A Latent Process Model for Temporal Extremes
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
- A note on composite likelihood inference and model selection
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Poisson/gamma random field models for spatial statistics
- The Stationary Bootstrap
- Statistical Inference for Max-Stable Processes in Space and Time
- Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
- The Multivariate Gaussian Tail Model: An Application to Oceanographic Data
- Space–Time Modelling of Extreme Events
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Geostatistics of extremes
- Dependence measures for extreme value analyses
- Statistical modeling of spatial extremes
- Calculating ellipse overlap areas
- A Space-Time Skew-t Model for Threshold Exceedances