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Dependence Structure of Spatial Extremes Using Threshold Approach
Dependence Structure Spatial Extremes Threshold Approach
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2012/11/23
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable...
Rejoinder to "Statistical Modeling of Spatial Extremes"
Rejoinder "Statistical Modeling of Spatial Extremes"
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2012/9/17
We are grateful to the discussants for their posi-tive and interesting comments. In an area moving so rapidly it is to be expected that our review overlooks
some work, and all the contributions helpf...
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet
Discussion "Statistical Modeling of Spatial Extremes" A. C. Davison, S. A. Padoan A. C. Davison, S. A. Padoan and M. Ribatet M. Ribatet
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2012/9/17
We congratulate the authors for producing such a helpful and comprehensive overview paper of a ra-pidly developing and important area. The starting point for inference in spatial extreme value prob-le...
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet
Discussion "Statistical Modeling of Spatial Extremes" A. C. Davison, S. A. Padoan M. Ribatet
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2012/9/17
The review paper on spatial extremes by Davison,Padoan and Ribatet is a most welcome contribu-tion. The authors cover quite a lot of ground, mak-ing connections between different approaches while high...
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet
Discussio "Statistical Modeling of Spatial Extremes" A. C. Davison, S. A. Padoan M. Ribatet
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2012/9/17
We congratulate the authors for their overview paper discussing modeling techniques for spatial ex-tremes. There is great interest in spatial extreme
data in the atmospheric science community, as the...
Statistical Modeling of Spatial Extremes
Annual maximum analysis Bayesian hierar-chical model Brown–Resnick process composite likelihood copula en-vironmental data analysis Gaussian process generalizedextreme-value distribution geostatistics latent variable max-stable process statistics of extremes
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2012/9/17
The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood ...
Downscaling extremes: A comparison of extreme value distributions in point-source and gridded precipitation data
Primary projections of extreme events reanalysis
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2010/10/19
There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warmi...
Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes
continuous-time GARCH process extreme value theory generalizedOrnstein–Uhlenbeck process integrated generalized Ornstein–Uhlenbeck process
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2010/3/10
We consider a positive stationary generalized Ornstein–Uhlenbeck process
Vt = e−tZ t0es− ds + V0 for t 0,and the increments of the integrated generalized Ornstein–Uhlenbeck process...
Large deviations for extremes of U-processes
Large deviations extremes of U-processes
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2009/9/22
We prove a large deviations principle (LDP) for partial
sums U-processes indexed by the half line. The LDP can be formulated
on a suitable subset of the set of all absolutely continuous paths. We
e...
Expansions for Quantiles and Multivariate Moments of Extremes for Distributions of Pareto Type
Bell polynomials Extremes Inversion theorem Moments Pareto Quantiles
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2010/3/19
Let Xnr be the rth largest of a random sample of size n from a distribution
F(x) = 1 −P∞i=0 cix− −i for > 0 and > 0. An inversion theorem is proved and used to
derive an expan...
EXTREMES OF PERIODIC INTEGER-VALUED SEQUENCES WITH EXPONENTIAL TYPE TAILS
extreme value theory binomial thinning periodic sequences
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2009/2/25
This paper aims to analyze the extremal properties of periodic integer-valued sequences
with marginal distribution belonging to a particular class defined by Anderson [1970. J. Appl. Probab. 7, 99–11...
EXTREMES FOR SOLUTIONS TO STOCHASTIC DIFFERENCE EQUATIONS WITH REGULARLY VARYING TAILS
periodic stochastic difference equations extremal index point processes
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2009/2/25
The so-called complete convergence theorem we prove enable us to give in detail the
weak limiting behavior of various functional of the underlying process including the
asymptotic distribution of up...
A GEOSTATISTICAL EXPLORATORY ANALYSIS OF PRECIPITATION EXTREMES IN SOUTHERN PORTUGAL
indices of precipitation extremes geostatistical approach southern Portugal
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2009/2/25
In Mediterranean climate regions, prolonged periods of unusually dry conditions re-
duce the availability of water resources and affect vegetation cover; while other areas
can be affected by an incr...
ON THE EXTREMES OF RANDOMLY SUB-SAMPLED TIME SERIES
extreme value theory integer-valued stationary sequences sub-sampling failure extremal index
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2009/2/25
In this paper, we investigate the extremal properties of randomly sub-sampled stationary
sequences. Motivation comes from the need to account for the effect of missing
values on the analysis of time...
Extremes of periodic moving averages of random variables with regularly varying tail probabilities
Periodic moving average processes extremal index mixing condition
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2009/2/23
We define a family of local mixing conditions that enable the computation of the extremal index of periodic sequences from the joint distributions of k consecutive variables of the sequence. By applyi...