Related references
Note: Only part of the references are listed.Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events
Sebastian Engelke et al.
ADVANCES IN APPLIED PROBABILITY (2014)
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
Jennifer L. Wadsworth et al.
BIOMETRIKA (2014)
Space-time modelling of extreme events
R. Huser et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2014)
Mapping extreme snowfalls in the French Alps using max-stable processes
J. Gaume et al.
WATER RESOURCES RESEARCH (2013)
Geostatistics of extremes
A. C. Davison et al.
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES (2012)
Statistical Modeling of Spatial Extremes
A. C. Davison et al.
STATISTICAL SCIENCE (2012)
Simulation of Brown-Resnick processes
Marco Oesting et al.
EXTREMES (2012)
SPATIAL MODELING OF EXTREME SNOW DEPTH
Juliette Blanchet et al.
ANNALS OF APPLIED STATISTICS (2011)
Conditioning on an extreme component: Model consistency with regular variation on cones
Bikramjit Das et al.
BERNOULLI (2011)
A construction principle for multivariate extreme value distributions
F. Ballani et al.
BIOMETRIKA (2011)
On the likelihood function of Gaussian max-stable processes
Marc G. Genton et al.
BIOMETRIKA (2011)
An equivalent representation of the Brown-Resnick process
S. Engelke et al.
STATISTICS & PROBABILITY LETTERS (2011)
Extremes of independent Gaussian processes
Zakhar Kabluchko
EXTREMES (2011)
The pairwise beta distribution: A flexible parametric multivariate model for extremes
Daniel Cooley et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2010)
Likelihood-Based Inference for Max-Stable Processes
S. A. Padoan et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2010)
LIMIT CONDITIONAL DISTRIBUTIONS FOR BIVARIATE VECTORS WITH POLAR REPRESENTATION
Anne-Laure Fougeres et al.
STOCHASTIC MODELS (2010)
STATIONARY MAX-STABLE FIELDS ASSOCIATED TO NEGATIVE DEFINITE FUNCTIONS
Zakhar Kabluchko et al.
ANNALS OF PROBABILITY (2009)
ON SPATIAL EXTREMES: WITH APPLICATION TO A RAINFALL PROBLEM
T. A. Buishand et al.
ANNALS OF APPLIED STATISTICS (2008)
A mixture model for multivariate extremes
M. -O. Boldi et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2007)
Limit laws for random vectors with an extreme component
Janet E. Heffernan et al.
ANNALS OF APPLIED PROBABILITY (2007)
Multivariate generalized Pareto distributions
Holger Rootzen et al.
BERNOULLI (2006)
Spatial extremes: Models for the stationary case
L De Haan et al.
ANNALS OF STATISTICS (2006)
Gaussian approximation of conditional elliptical random vectors
Enkelejd Hashorva
STOCHASTIC MODELS (2006)
A conditional approach for multivariate extreme values
JE Heffernan et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2004)
A dependence measure for multivariate and spatial extreme values: Properties and inference
M Schlather et al.
BIOMETRIKA (2003)
Share Paper
