Statistical modeling of spatial extremes

DOI10.1214/11-STS376zbMath1330.86021arXiv1208.3378MaRDI QIDQ5962684

Simone A. Padoan, Mathieu Ribatet, Anthony C. Davison

Publication date: 16 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3378

zbMATH Keywords

copula Gaussian process geostatistics latent variable Bayesian hierarchical model annual maximum analysis Brown-Resnick process composite likelihood environmental data analysis generalized extreme-value distribution max-stable process statistics of extremes

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32)

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