A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation
From MaRDI portal
Publication:5857128
DOI10.1080/01621459.2020.1750414zbMath1457.62368arXiv1805.06084OpenAlexW3014983177MaRDI QIDQ5857128
Gregory P. Bopp, Raphaël Huser, Benjamin A. Shaby
Publication date: 30 March 2021
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.06084
Directional data; spatial statistics (62H11) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15)
Related Items
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang ⋮ Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude ⋮ Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty ⋮ Approximate Bayesian inference for analysis of spatiotemporal flood frequency data ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data ⋮ Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model ⋮ New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks ⋮ Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences ⋮ Modeling spatial tail dependence with Cauchy convolution processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Efficient inference and simulation for elliptical Pareto processes
- A hierarchical max-stable spatial model for extreme precipitation
- Extreme dependence models based on event magnitude
- The generalized Pareto process; with a view towards application and simulation
- Geostatistics of dependent and asymptotically independent extremes
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Bayesian thinking, modeling and computation.
- Stationary max-stable fields associated to negative definite functions
- Bayesian inference for multivariate extreme value distributions
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- Principal component analysis.
- Continuous spatial process models for spatial extreme values
- Ergodic properties of max-infinitely divisible processes
- HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS
- Dependence modelling for spatial extremes
- Handbook of Environmental and Ecological Statistics
- Modelling multivariate extreme value distributions
- Models for dependent extremes using stable mixtures
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Survival models for heterogeneous populations derived from stable distributions
- Max-infinite divisibility
- Extreme values of independent stochastic processes
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Asymptotic Distribution of P Values in Composite Null Models
- Random variate generation for exponentially and polynomially tilted stable distributions
- Space–Time Modelling of Extreme Events
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Conditional simulation of max-stable processes
- Decompositions of dependence for high-dimensional extremes
- Dependence measures for extreme value analyses
- Statistical modeling of spatial extremes
- Stochastic integral representations and classification of sum- and max-infinitely divisible processes
This page was built for publication: A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation