Tukey max-stable processes for spatial extremes

Handle URI:
http://hdl.handle.net/10754/622346
Title:
Tukey max-stable processes for spatial extremes
Authors:
Xu, Ganggang; Genton, Marc G. ( 0000-0001-6467-2998 )
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. © 2016 Elsevier B.V.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Citation:
Xu G, Genton MG (2016) Tukey max-stable processes for spatial extremes. Spatial Statistics 18: 431–443. Available: http://dx.doi.org/10.1016/j.spasta.2016.09.002.
Publisher:
Elsevier BV
Journal:
Spatial Statistics
Issue Date:
21-Sep-2016
DOI:
10.1016/j.spasta.2016.09.002
Type:
Article
ISSN:
2211-6753
Additional Links:
http://www.sciencedirect.com/science/article/pii/S2211675316300574
Appears in Collections:
Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorXu, Ganggangen
dc.contributor.authorGenton, Marc G.en
dc.date.accessioned2017-01-02T09:08:27Z-
dc.date.available2017-01-02T09:08:27Z-
dc.date.issued2016-09-21en
dc.identifier.citationXu G, Genton MG (2016) Tukey max-stable processes for spatial extremes. Spatial Statistics 18: 431–443. Available: http://dx.doi.org/10.1016/j.spasta.2016.09.002.en
dc.identifier.issn2211-6753en
dc.identifier.doi10.1016/j.spasta.2016.09.002en
dc.identifier.urihttp://hdl.handle.net/10754/622346-
dc.description.abstractWe 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. © 2016 Elsevier B.V.en
dc.publisherElsevier BVen
dc.relation.urlhttp://www.sciencedirect.com/science/article/pii/S2211675316300574en
dc.subjectBrown-Resnick processen
dc.subjectComposite likelihooden
dc.subjectExtremal coefficienten
dc.subjectExtremal-t processen
dc.subjectGeometric Gaussian processen
dc.subjectMax-stable processen
dc.titleTukey max-stable processes for spatial extremesen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journalSpatial Statisticsen
dc.contributor.institutionDepartment of Mathematical Sciences, Binghamton University, State University of New York, Binghamton, NY 13902, USAen
kaust.authorGenton, Marc G.en
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