Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang

JOURNAL ARTICLE published 2 January 2021 in Statistical Theory and Related Fields

Authors: R. L. Smith

An extended Gaussian max-stable process model for spatial extremes

JOURNAL ARTICLE published April 2009 in Journal of Statistical Planning and Inference

Authors: Elizabeth L. Smith | Alec G. Stephenson

Max-stable processes for modeling extremes observed in space and time

JOURNAL ARTICLE published September 2013 in Journal of the Korean Statistical Society

Authors: Richard A. Davis | Claudia Klüppelberg | Christina Steinkohl

Stationary Min-Stable Stochastic Processes

BOOK CHAPTER published 1984 in Statistical Extremes and Applications

Authors: L. F. M. Haan | J. Pickands

A Comparative Tour through the Simulation Algorithms for Max-Stable Processes

JOURNAL ARTICLE published 1 February 2022 in Statistical Science

Authors: Marco Oesting | Kirstin Strokorb

On the estimation and application of max-stable processes

JOURNAL ARTICLE published May 2010 in Journal of Statistical Planning and Inference

Authors: Zhengjun Zhang | Richard L. Smith

Asymptotics; Stable Laws for Extremes; Tail Properties

BOOK CHAPTER published 1984 in Statistical Extremes and Applications

Authors: Janos Galambos

On approximating max-stable processes and constructing extremal copula functions

JOURNAL ARTICLE published February 2009 in Statistical Inference for Stochastic Processes

Authors: Zhengjun Zhang

Extremes in Continuous Stochastic Processes

BOOK CHAPTER published 1984 in Statistical Extremes and Applications

Authors: Holger Rootzén

Threshold Methods for Sample Extremes

BOOK CHAPTER published 1984 in Statistical Extremes and Applications

Authors: Richard L. Smith

Regional Modelling of Extreme Storms Via Max-Stable Processes

JOURNAL ARTICLE published 1 September 1993 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Stuart G. Coles

Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach

JOURNAL ARTICLE published July 2021 in Statistical Inference for Stochastic Processes

Authors: A. Abu-Awwad | V. Maume-Deschamps | P. Ribereau

Nonparametric Inference for Max-Stable Dependence

JOURNAL ARTICLE published 1 May 2012 in Statistical Science

Authors: Johan Segers

Extremal Processes

BOOK CHAPTER published 1984 in Statistical Extremes and Applications

Authors: Laurens Haan

Statistics of Multivariate Extremes

JOURNAL ARTICLE published April 1990 in International Statistical Review / Revue Internationale de Statistique

Authors: R. L. Smith | J. A. Tawn | H. K. Yuen

Statistical Modeling of Spatial Extremes

JOURNAL ARTICLE published 1 May 2012 in Statistical Science

Authors: A. C. Davison | S. A. Padoan | M. Ribatet

Statistical Inference for Max-Stable Processes in Space and Time

JOURNAL ARTICLE published 1 November 2013 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Research funded by National Science Foundation (DMS-1107031)

Authors: Richard A. Davis | Claudia Klüppelberg | Christina Steinkohl

Other Processes of Extremes: Basics and Statistics

BOOK CHAPTER published 23 June 2017 in Statistical Theory of Extremes

Authors: José Tiago de Fonseca Oliveira | Academia das Ciências de Lisboa (Lisbon Academy of Sciences), Lisbon, Portugal.

Extremes in Random Sequences and Stochastic Processes

BOOK CHAPTER published 23 June 2017 in Statistical Theory of Extremes

Authors: José Tiago de Fonseca Oliveira | Academia das Ciências de Lisboa (Lisbon Academy of Sciences), Lisbon, Portugal.

Extreme Values for Sequences of Stable Random Variables

BOOK CHAPTER published 1984 in Statistical Extremes and Applications

Authors: Michael B. Marcus