Search Results - subject:"Spatial extremes"

On the distribution of a max-stable process conditional on max-linear functionals

Oesting, Marco - In: Statistics & Probability Letters 100 (2015) C, pp. 158-163

Recently, Dombry and Éyi-Minko (2013) provided formulae for the distribution of a max-stable process conditional on its values at given sites and proposed a methodology for sampling from this distribution. We generalize their results by allowing for conditions stemming from max-linear...

Persistent link: https://www.econbiz.de/10011263171

Extreme dependence models based on event magnitude

Padoan, Simone A. - In: Journal of Multivariate Analysis 122 (2013) C, pp. 1-19

, the dependence of spatial extremes can be modeled. We describe some properties of the dependence structure and we …

Persistent link: https://www.econbiz.de/10011042085

Approximate Bayesian computing for spatial extremes

Erhardt, Robert J.; Smith, Richard L. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1468-1481

Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in …

Persistent link: https://www.econbiz.de/10010871449