A Space-Time Skew-t Model for Threshold Exceedances
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Publication:6079970
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Cites work
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
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- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
- Likelihood-based inference for max-stable processes
- Multivariate extreme models based on underlying skew-t and skew-normal distributions
- Nonparametric statistical methods
- Space–Time Modelling of Extreme Events
- Stationary max-stable fields associated to negative definite functions
- Statistics for near independence in multivariate extreme values
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The multivariate skew-normal distribution
- The skew-normal and related families. With the collaboration of Antonella Capitanio.
Cited in
(23)- Projecting flood-inducing precipitation with a Bayesian analogue model
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Complete spatial model calibration
- A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data
- Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model
- Advances in statistical modeling of spatial extremes
- An overview on the progeny of the skew-normal family -- a personal perspective
- A Spatial Markov Model for Climate Extremes
- Exploration and inference in spatial extremes using empirical basis functions
- Trend in high tropospheric ozone levels. Application to paris monitoring sites
- Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations
- Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
- A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes
- A spatio-temporal model for Red Sea surface temperature anomalies
- Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes
- A high-resolution bilevel skew-\(t\) stochastic generator for assessing Saudi Arabia's wind energy resources
- A flexible extended generalized Pareto distribution for tail estimation
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
- Modeling threshold exceedance probabilities of spatially correlated time series
- Nearest-neighbor mixture models for non-Gaussian spatial processes
- A non-Gaussian spatio-temporal model for daily wind speeds based on a multi-variate skew-\(T\) distribution
- Spatio-temporal exceedance locations and confidence regions
- Modeling spatial extremes using normal mean-variance mixtures
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