Multivariate max-stable spatial processes
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Publication:5247444
DOI10.1093/biomet/asu066zbMath1345.62051OpenAlexW2081440782MaRDI QIDQ5247444
Huiyan Sang, Marc G. Genton, Simone A. Padoan
Publication date: 24 April 2015
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/552385
random fieldmultivariate analysiscross-correlationcomposite likelihoodmax-stable processextremal coefficientspatial extreme
Computational methods in Markov chains (60J22) Inference from spatial processes (62M30) Bayesian inference (62F15)
Related Items (11)
Extreme value estimation for discretely sampled continuous processes ⋮ Composite likelihood inference for multivariate Gaussian random fields ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts ⋮ Characterization theorems for pseudo cross-variograms ⋮ Covariance models for multivariate random fields resulting from pseudo cross-variograms ⋮ Multivariate max-stable processes and homogeneous functionals ⋮ Unnamed Item ⋮ Multivariate modelling of spatial extremes based on copulas ⋮ Extremal dependence measure for functional data ⋮ Cross-covariance functions for multivariate geostatistics
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