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Higher-dimensional spatial extremes via single-site conditioning
16 references·1 citing·33 second hop
Higher-dimensional spatial extremes via single-site conditioning (2022)Higher-dimensional spatial extremes via s…Modeling Spatial Processes with Unknown Extremal Dependence Class (2018)Modeling Spatial Processes wi…The generalized Pareto process; with a view towards application and simulation (2014)The generalized Pareto proces…Statistical Modeling of Spatial Extremes (2012)Statistical Modeling of Spati…Dependence modelling for spatial extremes (2012)Dependence modelling for spat…Likelihood-Based Inference for Max-Stable Processes (2010)Likelihood-Based Inference fo…Stationary max-stable fields associated to negative definite functions (2009)Stationary max-stable fields …Regularly varying multivariate time series (2008)Regularly varying multivariat…Modelling Non-Stationary Extremes with Application to Surface Level Ozone (2008)Modelling Non-Stationary Extr…Extreme Value Theory: An Introduction (2008)Extreme Value Theory: An Intr…Limit laws for random vectors with an extreme component (2007)Limit laws for random vectors…Inference for clustered data using the independence loglikelihood (2007)Inference for clustered data …Extreme value theory : an introduction (2006)Extreme value theory : an int…Limit Laws for Random Vectors with an Extreme Component (2005)Limit Laws for Random Vectors…A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Nonparametric Estimation of Nonstationary Spatial Covariance Structure (1992)Nonparametric Estimation of N…Functional Peaks-Over-Threshold Analysis (2022)Functional Peaks-Over-Thresho…Extreme Values, Regular Variation and Point Processes (1987)Extreme Value Theory : An Introduction (2006)Extreme events: dynamics, statistics and prediction (2011)Space–Time Modelling of Extreme Events (2013)Statistics of Extremes (2015)Modelling Extremal Events (1997)Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (2006)Max-Stable Models for Multivariate Extremes (2012)Towards estimating extremal serial dependence via the bootstrapped extremogram (2012)Heavy-Tailed Time Series (2020)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data (1993)An Introduction to Statistical Modeling of Extreme Values (2001)Geostatistics of extremes (2011)A review of quantification methodologies for multi-hazard interrelationships (2019)Spatial Statistics (1981)Spatial statistics (1981)Fitting variogram models by weighted least squares (1985)Hierarchical Spatio-Temporal Mapping of Disease Rates (1997)Geostatistical Space–Time Models: A Review (1999)Nonseparable, Stationary Covariance Functions for Space–Time Data (2002)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Statistics for Spatial Data. (1993)A REPRESENTATION OF THE JOINT DISTRIBUTION OF RESPONSES TO N DICHOTOMOUS ITEMS (1959)Dependence Measures for Extreme Value Analyses (1999)Spatial extremes: Max-stable processes at work (2013)Efficient inference and simulation for elliptical Pareto processes (2015)Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights (2011)Advances in statistical modeling of spatial extremes (2020)Modelling Time Series Extremes (2022)Power-law distributions in empirical data (2018)
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References

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  • 1996Statistics for near independence in multivariate extreme values742 cited
  • 2004A Conditional Approach for Multivariate Extreme Values (with Discussion)679 cited
  • 2012Statistical Modeling of Spatial Extremes585 cited
  • 2010Likelihood-Based Inference for Max-Stable Processes395 cited
  • 2009Stationary max-stable fields associated to negative definite functions352 cited
  • 2008Regularly varying multivariate time series200 cited
  • 2007Inference for clustered data using the independence loglikelihood185 cited
  • 2008Modelling Non-Stationary Extremes with Application to Surface Level Ozone172 cited
  • 2012Dependence modelling for spatial extremes172 cited
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  • 2014The generalized Pareto process; with a view towards application and simulation124 cited
  • 2008Extreme Value Theory: An Introduction124 cited
  • 2005Limit Laws for Random Vectors with an Extreme Component116 cited

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2007
Limit laws for random vectors with an extreme component
114 cited

Cited by

  • 2022Functional Peaks-Over-Threshold Analysis43 cited