Estimation of spatial max-stable models using threshold exceedances

@article{Bacro2014EstimationOS,
  title={Estimation of spatial max-stable models using threshold exceedances},
  author={J. Bacro and C. Gaetan},
  journal={Statistics and Computing},
  year={2014},
  volume={24},
  pages={651-662}
}
  • J. Bacro, C. Gaetan
  • Published 2014
  • Mathematics, Computer Science
  • Statistics and Computing
  • Parametric inference for spatial max-stable processes is difficult since the related likelihoods are unavailable. A composite likelihood approach based on the bivariate distribution of block maxima has been recently proposed. However modeling block maxima is a wasteful approach provided that other information is available. Moreover an approach based on block maxima, typically annual, is unable to take into account the fact that maxima occur or not simultaneously. If time series of, say, daily… CONTINUE READING

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