The classical modeling of spatial extremes relies on asymptotic models (ie, max‐stable or r‐ Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at …
AC Davison, R Huser - Annual Review of Statistics and its …, 2015 - annualreviews.org
Statistics of extremes concerns inference for rare events. Often the events have never yet been observed, and their probabilities must therefore be estimated by extrapolation of tail …
Supplement to “Extremes on river networks”. The supplementary material contains the following: a PDF document containing the derivation of the new likelihood representation …
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 …
Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions …
The health consequences of climate variability and change are diverse, potentially affecting the burden of a wide range of health outcomes, including illnesses and deaths related to …
S Engelke, A Malinowski, Z Kabluchko… - Journal of the Royal …, 2015 - academic.oup.com
Estimation of extreme value parameters from observations in the max-domain of attraction of a multivariate max-stable distribution commonly uses aggregated data such as block …
Spatial modeling of rare events has obvious applications in the environmental sciences and is crucial when assessing the effects of catastrophic events (such as heatwaves or …
Max-stable processes arise as the only possible nontrivial limits for maxima of affinely normalized identically distributed stochastic processes, and thus form an important class of …