Statistical modeling of spatial extremes

AC Davison, SA Padoan, M Ribatet - 2012 - projecteuclid.org
The areal modeling of the extremes of a natural process such as rainfall or temperature is
important in environmental statistics; for example, understanding extreme areal rainfall is …

Advances in statistical modeling of spatial extremes

R Huser, JL Wadsworth - Wiley Interdisciplinary Reviews …, 2022 - Wiley Online Library
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 …

Statistics of extremes

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 …

Extremes on river networks

P Asadi, AC Davison, S Engelke - 2015 - projecteuclid.org
Supplement to “Extremes on river networks”. The supplementary material contains the
following: a PDF document containing the derivation of the new likelihood representation …

[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 …

Exact simulation of max-stable processes

C Dombry, S Engelke, M Oesting - Biometrika, 2016 - academic.oup.com
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 …

Spatial extremes

AC Davison, R Huser, E Thibaud - Handbook of environmental …, 2019 - taylorfrancis.com
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 …

Estimation of hüsler–reiss distributions and brown–resnick processes

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 …

Geostatistics of dependent and asymptotically independent extremes

AC Davison, R Huser, E Thibaud - Mathematical Geosciences, 2013 - Springer
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 …

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

JL Wadsworth, JA Tawn - Biometrika, 2014 - academic.oup.com
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 …