Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
High-dimensional inference using the extremal skew-\(t\) process - MaRDI portal

High-dimensional inference using the extremal skew-\(t\) process (Q2231315)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	High-dimensional inference using the extremal skew-\(t\) process	scientific article

Statements

scholarly article

0 references

High-dimensional inference using the extremal skew-\(t\) process (English)

0 references

0 references

Alec G. Stephenson

0 references

Scott A. Sisson

0 references

0 references

publication date

29 September 2021

0 references

full work available at URL

https://arxiv.org/abs/1907.10187

0 references

zbMATH Keywords

extremes

0 references

max-stable processes

0 references

composite likelihood

0 references

Stephenson-Tawn likelihood

0 references

quasi-Monte Carlo approximation

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

Multivariate extended skew-\(t\) distributions and related families

0 references

Maximum penalized likelihood estimation for skew-normal and skew-\(t\) distributions

0 references

Statistical Applications of the Multivariate Skew Normal Distribution

0 references

Robust Likelihood Methods Based on the Skew-t and Related Distributions

0 references

Extreme Dependence Models

0 references

Models for Extremal Dependence Derived from Skew-symmetric Families

0 references

Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions

0 references

Spatial modeling of extreme snow depth

0 references

Extreme values of independent stochastic processes

0 references

On spatial extremes: with application to a rainfall problem

0 references

0 references

Geostatistics of extremes

0 references

Statistical modeling of spatial extremes

0 references

High-dimensional peaks-over-threshold inference

0 references

A spectral representation for max-stable processes

0 references

0 references

Exact simulation of Brown-Resnick random fields at a finite number of locations

0 references

Exact simulation of max-stable processes

0 references

Regular conditional distributions of continuous max-infinitely divisible random fields

0 references

Conditional simulation of max-stable processes

0 references

Multivariate Student-t regression models: Pitfalls and inference

0 references

Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities

0 references

On the likelihood function of Gaussian max-stable processes

0 references

Composite likelihood estimation for the Brown-Resnick process

0 references

Likelihood estimators for multivariate extremes

0 references

Non-stationary dependence structures for spatial extremes

0 references

Stationary max-stable fields associated to negative definite functions

0 references

On logarithmically optimal exact simulation of max-stable and related random fields on a compact set

0 references

Extreme value properties of multivariate \(t\) copulas

0 references

Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation

0 references

Extremal \(t\) processes: elliptical domain of attraction and a spectral representation

0 references

Extreme dependence models based on event magnitude

0 references

Likelihood-Based Inference for Max-Stable Processes

0 references

A hierarchical max-stable spatial model for extreme precipitation

0 references

0 references

Models for stationary max-stable random fields

0 references

Maximum likelihood estimation in a class of nonregular cases

0 references

Exploiting occurrence times in likelihood inference for componentwise maxima

0 references

Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures

0 references

Efficient inference and simulation for elliptical Pareto processes

0 references

On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions

0 references

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

0 references

Conditional sampling for spectrally discrete max-stable random fields

0 references

Composite likelihood methods for histogram-valued random variables

0 references

Identifiers

zbMATH Open document ID

0 references

10.1007/s10687-020-00376-1

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2231315

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2231315&oldid=36718635"