Multivariate max-stable spatial processes
暂无分享,去创建一个
[1] Laurens de Haan,et al. Stationary max-stable fields associated to negative definite functions. , 2008, 0806.2780.
[2] Sidney I. Resnick,et al. Extreme values of independent stochastic processes , 1977 .
[3] P. Naveau,et al. Variograms for spatial max-stable random fields , 2006 .
[4] N. Reid,et al. AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS , 2011 .
[5] Marc G. Genton,et al. Tapered composite likelihood for spatial max-stable models , 2014 .
[6] Marc G. Genton,et al. On the likelihood function of Gaussian max-stable processes , 2011 .
[7] T. Gneiting,et al. Matérn Cross-Covariance Functions for Multivariate Random Fields , 2010 .
[8] T. Opitz,et al. Extremal tt processes: Elliptical domain of attraction and a spectral representation , 2012, J. Multivar. Anal..
[9] Raphael Huser,et al. Space–time modelling of extreme events , 2012, 1201.3245.
[10] A. Davison,et al. Statistical Modeling of Spatial Extremes , 2012, 1208.3378.
[11] J. Tawn,et al. Efficient inference for spatial extreme value processes associated to log-Gaussian random functions , 2014 .
[12] Marc G. Genton,et al. Cross-Covariance Functions for Multivariate Geostatistics , 2015, 1507.08017.
[13] Zakhar Kabluchko. Extremes of independent Gaussian processes , 2009 .
[14] Anthony C. Davison,et al. Statistics of Extremes , 2015 .
[15] Tatiyana V. Apanasovich,et al. Cross-covariance functions for multivariate random fields based on latent dimensions , 2010 .
[16] Jonathan A. Tawn,et al. Dependence modelling for spatial extremes , 2012 .
[17] L. Haan,et al. Extreme value theory : an introduction , 2006 .
[18] Henning Omre,et al. T-distributed Random Fields: A Parametric Model for Heavy-tailedWell-log Data1 , 2007 .
[19] A. Davison,et al. Composite likelihood estimation for the Brown–Resnick process , 2013 .
[20] Ying Sun,et al. A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components , 2012 .
[21] Marc G. Genton,et al. Spatially varying cross-correlation coefficients in the presence of nugget effects , 2013 .
[22] J. Hüsler. Maxima of normal random vectors: between independence and complete dependence , 1989 .
[23] Chen Zhou,et al. Extreme residual dependence for random vectors and processes , 2011, Advances in Applied Probability.
[24] S. Padoan. Max‐Stable Processes , 2013 .
[25] Mathieu Ribatet,et al. Spatial extremes: Max-stable processes at work , 2013 .
[26] Martin Schlather,et al. Models for Stationary Max-Stable Random Fields , 2002 .
[27] L. de Haan,et al. A Spectral Representation for Max-stable Processes , 1984 .
[28] Aristidis K. Nikoloulopoulos,et al. Extreme value properties of multivariate t copulas , 2009 .
[29] Anthony C. Davison,et al. Geostatistics of extremes , 2012, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.
[30] A. Davison,et al. Bayesian Inference from Composite Likelihoods, with an Application to Spatial Extremes , 2009, 0911.5357.
[31] S. Padoan,et al. Likelihood-Based Inference for Max-Stable Processes , 2009, 0902.3060.
[32] Claudia Kluppelberg,et al. Statistical inference for max‐stable processes in space and time , 2012, 1204.5581.
[33] Bo Li,et al. An approach to modeling asymmetric multivariate spatial covariance structures , 2011, J. Multivar. Anal..
[34] Zakhar Kabluchko,et al. Extremes of space–time Gaussian processes , 2009 .
[35] Richard L. Smith,et al. The behavior of multivariate maxima of moving maxima processes , 2004 .
[36] Simone A. Padoan,et al. Extreme dependence models based on event magnitude , 2013, J. Multivar. Anal..
[37] Jonathan A. Tawn,et al. A dependence measure for multivariate and spatial extreme values: Properties and inference , 2003 .