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Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
16 references·0 citing·36 second hop
Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (2019)Local Likelihood Estimation of Complex Ta…Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Space–Time Modelling of Extreme Events (2013)Space–Time Modelling of Extre…Statistical Modeling of Spatial Extremes (2012)Statistical Modeling of Spati…Spatial modeling of extreme snow depth (2011)Spatial modeling of extreme s…Geostatistics of extremes (2011)Geostatistics of extremesLikelihood-Based Inference for Max-Stable Processes (2010)Likelihood-Based Inference fo…Geostatistical Space-Time Models, Stationarity, Separability, and Full Symmetry (2006)Geostatistical Space-Time Mod…Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics (2004)Inconsistent Estimation and A…Multiresolution models for nonstationary spatial covariance functions (2002)Multiresolution models for no…A high frequency kriging approach for non‐stationary environmental processes (2001)A high frequency kriging appr…Interpolation of Spatial Data: Some Theory for Kriging (2000)Interpolation of Spatial Data…Interpolation of Spatial Data (1999)Interpolation of Spatial DataA process-convolution approach to modelling temperatures in the North Atlantic Ocean (1998)A process-convolution approac…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Maxima of normal random vectors: Between independence and complete dependence (1989)Maxima of normal random vecto…Statistics for Spatial Data. (1993)Geostatistics: Modeling Spatial Uncertainty (2000)Separable approximations of space‐time covariance matrices (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach (2012)Cross-Covariance Functions for Multivariate Geostatistics (2015)An Introduction to Applied Geostatistics (1991)STATISTICS FOR SPATIAL DATA (1992)Journal of the American Statistical Association (1995)Space and Space-Time Modeling using Process Convolutions (2002)Nonstationary multivariate process modeling through spatially varying coregionalization (2004)Spatial statistical models that use flow and stream distance (2006)Model-Based Geostatistics (1998)Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets (2008)Matérn Cross-Covariance Functions for Multivariate Random Fields (2010)Spatial modeling with R‐INLA: A review (2018)Statistics for Spatial Data (1993)An Introduction to Statistical Modeling of Extreme Values (2001)A review of quantification methodologies for multi-hazard interrelationships (2019)Extreme Values, Regular Variation and Point Processes (1987)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Fractional Brownian Motions, Fractional Noises and Applications (1968)Recovery of Inter-Block Information when Block Sizes are Unequal (1971)Multivariable geostatistics in S: the gstat package (2004)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)Understanding Relationships Using Copulas (1998)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)Extreme events: dynamics, statistics and prediction (2011)Use of Kriging Models to Approximate Deterministic Computer Models (2005)Spatial Panel Econometrics (2008)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)
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References

  • 1999Interpolation of Spatial Data2,362 cited
  • 2000Interpolation of Spatial Data: Some Theory for Kriging1,916 cited
  • 2014Dependence Modeling with Copulas1,564 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 1996Statistics for near independence in multivariate extreme values742 cited
  • 2012Statistical Modeling of Spatial Extremes585 cited
  • 2004Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics582 cited
  • 1998A process-convolution approach to modelling temperatures in the North Atlantic Ocean400 cited
  • 2010Likelihood-Based Inference for Max-Stable Processes395 cited
  • 2006Geostatistical Space-Time Models, Stationarity, Separability, and Full Symmetry288 cited
  • 1989Maxima of normal random vectors: Between independence and complete dependence255 cited
  • 2013Space–Time Modelling of Extreme Events209 cited
  • 2002Multiresolution models for nonstationary spatial covariance functions203 cited
  • 2011Geostatistics of extremes191 cited
  • 2011Spatial modeling of extreme snow depth181 cited

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2001
A high frequency kriging approach for non‐stationary environmental processes
175 cited

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