A semiparametric method to simulate bivariate space-time extremes

DOI10.1214/17-AOAS1031zbMath1380.62264OpenAlexW2761166538MaRDI QIDQ1684226

Jean-Noel Bacro, Romain Chailan, Gwladys Toulemonde

Publication date: 8 December 2017

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/17-aoas1031

zbMATH Keywords

extreme wavescoastal hazardsextreme value modellingspace-time extreme processes simulation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

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