Storm processes and stochastic geometry

DOI10.1007/S10687-010-0121-7MaRDI QIDQ906626zbMATH OpenOpenAlexFDO

Authors Liliane Bel, Christian Lantuéjoul, Jean-Noel Bacro

Publication date 22 January 2016

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-010-0121-7

zbMATH Keywords

exact simulationextremal coefficientinfinite divisibilityPick's formulaPoisson polytopes

Mathematics Subject Classification ID

Random convex sets and integral geometry (aspects of convex geometry) (52A22) Geometric probability and stochastic geometry (60D05) Statistics of extreme values; tail inference (62G32) Inference from spatial processes (62M30)

Recommendations

• scientific article; zbMATH DE number 472974
• Spatial extremes: models for the stationary case
• Exact simulation of max-stable processes
• Max-stable processes for modeling extremes observed in space and time
• Spatial extremes: max-stable processes at work

Cites work

• A dependence measure for multivariate and spatial extreme values: Properties and inference
• Convex geometry of max-stable distributions
• High-level dependence in time series models
• scientific article; zbMATH DE number 3128853 (Why is no real title available?)
• scientific article; zbMATH DE number 3155900 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3457880 (Why is no real title available?)
• scientific article; zbMATH DE number 3502485 (Why is no real title available?)
• scientific article; zbMATH DE number 472974 (Why is no real title available?)
• scientific article; zbMATH DE number 927324 (Why is no real title available?)
• Inequalities for the extremal coefficients of multivariate extreme value distributions
• Likelihood-based inference for max-stable processes
• Models for stationary max-stable random fields
• On spatial extremes: with application to a rainfall problem
• Poisson flats in Euclidean spaces Part I: A finite number of random uniform flats
• Prediction of stationary max-stable processes
• Spatial extremes: models for the stationary case
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
• The pairwise beta distribution: A flexible parametric multivariate model for extremes
• Theory of capacities
• Theory of Random Sets

Cited in

(8)

• Continuous simulation of storm processes
• Tail correlation functions of max-stable processes
• Non-stationary dependence structures for spatial extremes
• Some new classes of stationary max-stable random fields
• A point process approach for spatial stochastic modeling of thunderstorm cells
• Extreme values for characteristic radii of a Poisson-Voronoi tessellation
• Max-stable random sup-measures with comonotonic tail dependence
• Estimation of spatial max-stable models using threshold exceedances

Describes a project that uses

Uses Software

• SpatialExtremes

This page was built for publication: Storm processes and stochastic geometry

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q906626)