Efficient inference and simulation for elliptical Pareto processes

DOI10.1093/biomet/asv045zbMath1372.62011arXiv1401.0168OpenAlexW2121780774MaRDI QIDQ110572

Thomas Opitz, Emeric Thibaud, Thomas Opitz, Emeric Thibaud

Publication date: 26 October 2015

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.0168

zbMATH Keywords

simulationextreme value theorycensored likelihoodprecipitation extremesextremal-\(t\) processPareto processelliptical extremes

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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