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Conditional simulation of max-stable processes
Dombry, C.; Éyi-Minko, F.; Ribatet, M. - In: Biometrika 100 (2013) 1, pp. 111-124
Since many environmental processes are spatial in extent, a single extreme event may affect several locations, and the spatial dependence must be taken into account in an appropriate way. This paper proposes a framework for conditional simulation of max-stable processes and gives closed forms...
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