Likelihood-Based Inference for Max-Stable Processes

DOI10.1198/jasa.2009.tm08577zbMath1397.62172arXiv0902.3060OpenAlexW2073416275MaRDI QIDQ5254953

Simone A. Padoan, Mathieu Ribatet, Scott A. Sisson

Publication date: 11 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.3060

zbMATH Keywords

extreme value theorypseudo-likelihoodspatial dependencespatial extremesrainfallmultivariate extreme analysis

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

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