Maxima of moving maxima of continuous functions

DOI10.1007/s10687-011-0136-8zbMath1329.60156arXiv1003.4130OpenAlexW1992214975MaRDI QIDQ907278

Thomas Meinguet

Publication date: 25 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.4130

zbMATH Keywords

clustersextremal indexextremesspectral processCM3M4

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures ⋮ Estimating the extremal index through local dependence ⋮ Polar decomposition of regularly varying time series in star-shaped metric spaces ⋮ Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events ⋮ Space‒time max-stable models with spectral separability ⋮ Functional weak convergence of partial maxima processes

Uses Software

• Silhouettes
• clusfind

Cites Work

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• Model misspecification in peaks over threshold analysis
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• Polar decomposition of regularly varying time series in star-shaped metric spaces
• On the estimation and application of max-stable processes
• Extreme value theory for space-time processes with heavy-tailed distributions
• Approximate distributions of clusters of extremes
• Rare events, temporal dependence, and the extremal index
• Finding Groups in Data
• A new partitioning around medoids algorithm
• The behavior of multivariate maxima of moving maxima processes

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