mvPot (Q1352134)
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Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mvPot |
Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events |
Statements
13 October 2023
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Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.
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