An extended Gaussian max-stable process model for spatial extremes
DOI10.1016/J.JSPI.2008.08.003zbMATH Open1153.62067OpenAlexW2065242699MaRDI QIDQ998982FDOQ998982
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
Recommendations
extreme value theorymax-stable processesspatial extremesmultivariate extreme value theoryBayesian modelling
Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Non-Markovian processes: estimation (62M09) Applications of statistics to environmental and related topics (62P12)
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Cited In (24)
- Non-stationary dependence structures for spatial extremes
- Geostatistics of extremes
- Max-stable processes for modeling extremes observed in space and time
- A characterization of the normal distribution using stationary max-stable processes
- Long-term time-dependent stochastic modelling of extreme waves
- Estimation of spatial max-stable models using threshold exceedances
- Toward optimal fingerprinting in detection and attribution of changes in climate extremes
- Title not available (Why is that?)
- Higher-order Bayesian Approximations for Pseudo-posterior Distributions
- Spatial extremes: models for the stationary case
- Pseudo-Likelihoods for Bayesian Inference
- On the performance of the Bayesian composite likelihood estimation of max-stable processes
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
- Continuous simulation of storm processes
- Asymptotic expansion of the posterior based on pairwise likelihood
- A hierarchical max-stable spatial model for extreme precipitation
- Stochastic derivative estimation for max-stable random fields
- Objective Bayesian inference with proper scoring rules
- Extreme value modeling for environmental data analysis
- Spatial modeling of extreme snow depth
- State-space models for maxima precipitation
- Approximate Bayesian computation with composite score functions
- Statistical modeling of spatial extremes
- Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling
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