Tukey max-stable processes for spatial extremes

descriptionPublicationkeyboard_double_arrow_right Article 01 Nov 2016 Saudi Arabia English Publisher:Elsevier BVJournal:Spatial Statistics, volume 18, pages 431-443 (issn: 2211-6753,

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Authors: Ganggang Xu; Marc G. Genton;

doi: 10.1016/j.spasta.2016.09.002

handle: 10754/622346

Tukey max-stable processes for spatial extremes

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Abstract

Abstract We propose a new type of max-stable process that we call the Tukey max-stable process for spatial extremes. It brings additional flexibility to modeling dependence structures among spatial extremes. The statistical properties of the Tukey max-stable process are demonstrated theoretically and numerically. Simulation studies and an application to Swiss rainfall data indicate the effectiveness of the proposed process.

Country

Saudi Arabia

Related Organizations

King Abdullah University of Science and Technology
Saudi Arabia
State University of New York at Potsdam
United States
Binghamton University
United States

Keywords

Brown-Resnick process, Extremal coefficient, Max-stable process, Geometric Gaussian process, Extremal-t process, Composite likelihood

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