On generalized max-linear models and their statistical interpolation
DOI10.1239/jap/1445543843zbMath1336.60101arXiv1303.2602OpenAlexW2963955585MaRDI QIDQ3449929
Maximilian Zott, Martin Hofmann, Michael Falk
Publication date: 30 October 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.2602
predictionmax-stable processgeneralized Pareto processmultivariate extreme value distributionmultivariate generalized Pareto distributionmax-linear models
Inference from stochastic processes and prediction (62M20) Extreme value theory; extremal stochastic processes (60G70) Prediction theory (aspects of stochastic processes) (60G25)
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Cites Work
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