High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields

DOI10.1007/s10687-023-00468-8arXiv2011.04486OpenAlexW4384069340MaRDI QIDQ6144814

Thomas Opitz, Jennifer L. Wadsworth, Emma S. Simpson

Publication date: 8 January 2024

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.04486

zbMATH Keywords

spatial extremesextremal dependencethreshold exceedanceslatent Gaussian modelconditional extremes model

Mathematics Subject Classification ID

Statistical distribution theory (62Exx)

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