An extended Gaussian max-stable process model for spatial extremes

DOI10.1016/J.JSPI.2008.08.003MaRDI QIDQ998982zbMATHOpenAlexFDO

Authors Elizabeth L. Smith, Alec G. Stephenson

Publication date 30 January 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.08.003

zbMATH Keywords

extreme value theorymax-stable processesspatial extremesmultivariate extreme value theoryBayesian modelling

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Non-Markovian processes: estimation (62M09) Applications of statistics to environmental and related topics (62P12)

Recommendations

• scientific article; zbMATH DE number 472974
• Geostatistics of extremes
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Cites work

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Cited in

(24)

• Higher-order Bayesian Approximations for Pseudo-posterior Distributions
• Estimation of spatial max-stable models using threshold exceedances
• Continuous simulation of storm processes
• Non-stationary dependence structures for spatial extremes
• Statistical modeling of spatial extremes
• Asymptotic expansion of the posterior based on pairwise likelihood
• Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
• On the performance of the Bayesian composite likelihood estimation of max-stable processes
• Objective Bayesian inference with proper scoring rules
• Spatial extremes: models for the stationary case
• State-space models for maxima precipitation
• Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling
• Spatial modeling of extreme snow depth
• Geostatistics of extremes
• A hierarchical max-stable spatial model for extreme precipitation
• Approximate Bayesian computation with composite score functions
• Stochastic derivative estimation for max-stable random fields
• Pseudo-Likelihoods for Bayesian Inference
• scientific article; zbMATH DE number 7415111 (Why is no real title available?)
• Max-stable processes for modeling extremes observed in space and time
• Toward optimal fingerprinting in detection and attribution of changes in climate extremes
• A characterization of the normal distribution using stationary max-stable processes
• Long-term time-dependent stochastic modelling of extreme waves
• Extreme value modeling for environmental data analysis

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