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Modeling asymptotically independent spatial extremes based on Laplace random fields
11 references·2 citing·35 second hop
Modeling asymptotically independent spatial extremes based on Laplace random fields (2016)Modeling asymptotically independent spati…Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)Estimation of Hüsler–Reiss Di…Extremal t processes: Elliptical domain of attraction and a spectral representation (2013)Extremal t processes: Ellipti…Statistical Modeling of Spatial Extremes (2012)Statistical Modeling of Spati…Dependence modelling for spatial extremes (2012)Dependence modelling for spat…A New Class of Models for Bivariate Joint Tails (2008)A New Class of Models for Biv…Bivariate tail estimation: dependence in asymptotic independence (2004)Bivariate tail estimation: de…A dependence measure for multivariate and spatial extreme values: Properties and inference (2003)A dependence measure for mult…The Multivariate Gaussian Tail Model: An Application to Oceanographic Data (2000)The Multivariate Gaussian Tai…Modelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (2019)Local Likelihood Estimation o…Factor Copula Models for Replicated Spatial Data (2016)Factor Copula Models for Repl…Extreme Values, Regular Variation and Point Processes (1987)Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Geostatistics: Modeling Spatial Uncertainty (2000)Extreme events: dynamics, statistics and prediction (2011)Geostatistics of extremes (2011)Space–Time Modelling of Extreme Events (2013)Models for Exceedances Over High Thresholds (1990)Extreme Value Theory : An Introduction (2006)Efficient inference and simulation for elliptical Pareto processes (2015)Exact simulation of max-stable processes (2016)Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures (2017)Statistics of Extremes: Theory and Applications (2004)Extreme value theory : an introduction (2006)The t Copula and Related Copulas (2007)Extremes on river networks (2015)Advances in statistical modeling of spatial extremes (2020)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data (1993)An Introduction to Statistical Modeling of Extreme Values (2001)A review of quantification methodologies for multi-hazard interrelationships (2019)Dependence Measures for Extreme Value Analyses (1999)Copula-Based Measures of Multivariate Association (2010)Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model (2012)Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (2006)Efficient inference for spatial extreme value processes associated to log-Gaussian random functions (2013)Modeling Spatial Processes with Unknown Extremal Dependence Class (2018)Statistics of Extremes (2004)Conditioning on an extreme component: Model consistency with regular variation on cones (2011)Modelling Across Extremal Dependence Classes (2016)Modelling Time Series Extremes (2022)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Copulas for Finance - A Reading Guide and Some Applications (2007)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Non‐parametric Estimation of Tail Dependence (2005)
this work references cited by second hop

References

  • 1996Statistics for near independence in multivariate extreme values742 cited
  • 2012Statistical Modeling of Spatial Extremes585 cited
  • 1991Modelling Extreme Multivariate Events529 cited
  • 1997Modelling Dependence within Joint Tail Regions424 cited
  • 2003A dependence measure for multivariate and spatial extreme values: Properties and inference275 cited
  • 2012Dependence modelling for spatial extremes172 cited
  • 2004Bivariate tail estimation: dependence in asymptotic independence153 cited
  • 2013Extremal t processes: Elliptical domain of attraction and a spectral representation127 cited
  • 2014Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes108 cited
  • 2008A New Class of Models for Bivariate Joint Tails90 cited
  • 2000The Multivariate Gaussian Tail Model: An Application to Oceanographic Data72 cited

Cited by

  • 2016Factor Copula Models for Replicated Spatial Data83 cited
  • 2019Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes41 cited

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