Tukey max-stable processes for spatial extremes

Type
Article

Authors
Xu, Ganggang
Genton, Marc G.

KAUST Department
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Statistics Program

Online Publication Date
2016-09-21

Print Publication Date
2016-11

Date
2016-09-21

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.

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

DOI
10.1016/j.spasta.2016.09.002

Additional Links
http://www.sciencedirect.com/science/article/pii/S2211675316300574

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