Conditional simulation of max-stable processes
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Publication:5411017
DOI10.1093/biomet/ass067zbMath1316.60078arXiv1208.5376OpenAlexW2951472838MaRDI QIDQ5411017
Clément Dombry, Frédéric Eyi-Minko, Mathieu Ribatet
Publication date: 22 April 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.5376
Markov chain Monte Carlotemperatureconditional simulationmax-stable processprecipitationregular conditional distribution
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Numerical analysis or methods applied to Markov chains (65C40) Meteorology and atmospheric physics (86A10)
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