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

DOI10.1007/s10687-020-00376-1zbMath1485.60052arXiv1907.10187OpenAlexW3045498747MaRDI QIDQ2231315

Boris Beranger, Scott A. Sisson, Alec G. Stephenson

Publication date: 29 September 2021

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.10187

zbMATH Keywords

composite likelihoodmax-stable processesextremesquasi-Monte Carlo approximationStephenson-Tawn likelihood

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Robust Post-Hoc Multiple Comparisons: Skew t Distributed Error Terms ⋮ A modeler's guide to extreme value software

Uses Software

• QSIMVN

Cites Work

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