Non-stationary dependence structures for spatial extremes
Max-stable processes are natural models for spatial extremes because they provide suitable
asymptotic approximations to the distribution of maxima of random fields. In the recent past …
asymptotic approximations to the distribution of maxima of random fields. In the recent past …
Likelihood-based inference for max-stable processes
The last decade has seen max-stable processes emerge as a common tool for the statistical
modeling of spatial extremes. However, their application is complicated due to the …
modeling of spatial extremes. However, their application is complicated due to the …
Tapered composite likelihood for spatial max-stable models
Spatial extreme value analysis is useful to environmental studies, in which extreme value
phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable …
phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable …
A flexible dependence model for spatial extremes
JN Bacro, C Gaetan, G Toulemonde - Journal of Statistical Planning and …, 2016 - Elsevier
Max-stable processes play a fundamental role in modeling the spatial dependence of
extremes because they appear as a natural extension of multivariate extreme value …
extremes because they appear as a natural extension of multivariate extreme value …
Approximate Bayesian computing for spatial extremes
RJ Erhardt, RL Smith - Computational Statistics & Data Analysis, 2012 - Elsevier
Statistical analysis of max-stable processes used to model spatial extremes has been limited
by the difficulty in calculating the joint likelihood function. This precludes all standard …
by the difficulty in calculating the joint likelihood function. This precludes all standard …
[HTML][HTML] A hierarchical max-stable spatial model for extreme precipitation
BJ Reich, BA Shaby - The annals of applied statistics, 2012 - ncbi.nlm.nih.gov
Extreme environmental phenomena such as major precipitation events manifestly exhibit
spatial dependence. Max-stable processes are a class of asymptotically-justified models that …
spatial dependence. Max-stable processes are a class of asymptotically-justified models that …
Continuous spatial process models for spatial extreme values
H Sang, AE Gelfand - Journal of agricultural, biological, and environmental …, 2010 - Springer
We propose a hierarchical modeling approach for explaining a collection of point-referenced
extreme values. In particular, annual maxima over space and time are assumed to follow …
extreme values. In particular, annual maxima over space and time are assumed to follow …
Estimation of spatial max-stable models using threshold exceedances
JN Bacro, C Gaetan - Statistics and Computing, 2014 - Springer
Parametric inference for spatial max-stable processes is difficult since the related likelihoods
are unavailable. A composite likelihood approach based on the bivariate distribution of …
are unavailable. A composite likelihood approach based on the bivariate distribution of …
Spatial extremes and max-stable processes
This chapter aims at being a crash course on max-stable processes with an emphasis on
their use for modeling spatial extremes. We will see how max-stable processes are defined …
their use for modeling spatial extremes. We will see how max-stable processes are defined …
Asymptotic models and inference for extremes of spatio-temporal data
KF Turkman, MA Amaral Turkman, JM Pereira - Extremes, 2010 - Springer
Recently there has been a lot of effort to model extremes of spatially dependent data. These
efforts seem to be divided into two distinct groups: the study of max-stable processes …
efforts seem to be divided into two distinct groups: the study of max-stable processes …