Rejoinder to "Statistical Modeling of Spatial Extremes"

@article{Davison2012RejoinderT,
  title={Rejoinder to "Statistical Modeling of Spatial Extremes"},
  author={Anthony C. Davison and Simone A. Padoan and Mathieu Ribatet},
  journal={arXiv: Methodology},
  year={2012}
}
Rejoinder to "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378]. 
View PDF on arXiv
1 Citations

Figures from this paper

One Citation

On generalized max-linear models in max-stable random fields
TLDR
A method to reconstruct a max-stable random field in C([0, 1] k ) by interpolating its realizations at finitely many points by using a generalized max-linear model.

References

SHOWING 1-10 OF 14 REFERENCES
Models for exceedances over high thresholds
We discuss the analysis of the extremes of data by modelling the sizes and occurrence of exceedances over high thresholds. The natural distribution for such exceedances, the generalized Pareto…
Space–time modelling of extreme events
Max‐stable processes are the natural analogues of the generalized extreme value distribution when modelling extreme events in space and time. Under suitable conditions, these processes are…
Exploiting occurrence times in likelihood inference for componentwise maxima
Multivariate extreme value distributions arise as the limiting distributions of normalised componentwise maxima. They are often used to model multivariate data that can be regarded as the…
Dependence modelling for spatial extremes
Current dependence models for spatial extremes are based upon max-stable processes. Within this class, there are few inferentially viable models available, and we propose one further model. More…
Discussions and Rejoinder on “Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights”
Reference EPFL-ARTICLE-170694doi:10.1002/env.1125Afficher la publication dans Web of Science Notice creee le 2011-12-16, modifiee le 2016-08-09
[Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone]: Rejoinder
Modelling pairwise dependence of maxima in space
TLDR
This work model pairwise dependence of temporal maxima, such as annual maxima of precipitation, that have been recorded in space, either on a regular grid or at irregularly spaced locations to propose a simple connection between extreme value theory and geostatistics.
Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights
TLDR
This work considers applications in which multi-site data are used to infer the marginal behaviour of the extremes at individual sites, while adjusting for inter-site dependence, and proposes a method for setting a covariate-dependent threshold using quantile regression.
A case study of a “Dragon-King”: The 1999 Venezuelan catastrophe
We describe a failure of standard extremal models to account for a catastrophic rainfall event in the coastal regions of Venezuela on 14–16 December 1999, due both to inaccurate tail modelling and to…
Statistics of Extremes
  • A. Davison
  • Mathematics
    International Encyclopedia of Statistical Science
  • 2011
TLDR
This article reviews multivariate theory, distinguishing asymptotic independence and dependence models, followed by a description of models for spatial and spatiotemporal extreme events, and discusses inference and describe two applications.
...
...