Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling

DOI10.1080/10618600.2020.1844213OpenAlexW3097064562MaRDI QIDQ5066459

Olivia Martius, Clément Chevalier, David Ginsbourger

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/148264/

zbMATH Keywords

extreme value theoryspatial extremesextremal coefficient

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso

Uses Software

• DiceKriging
• DiceOptim
• ismev
• bmds

Cites Work

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