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文章基本信息

  • 标题:On extreme value analysis of a spatial process
  • 本地全文:下载
  • 作者:Laurens de Haan,and ; Chen Zhou.
  • 期刊名称:RevStat : Statistical Journal
  • 印刷版ISSN:1645-6726
  • 出版年度:2008
  • 卷号:6
  • 期号:1
  • 页码:71-81
  • 出版社:Instituto Nacional de Estatística
  • 摘要:One common way to deal with extreme value analysis in spatial statistics is by using the max-stable process. By employing a representation of simple max-stable processes in de Haan and Ferreira ([3]), we propose a stationary max-stable process as a model of the dependence structure in two-dimensional spatial problems. We calculate its two-dimensional marginal distributions, which creates the opportunity to estimate the dependence parameter. The model is used in Buishand, de Haan and Zhou ([1]) for a spatial rainfall problem.
  • 关键词:spatial extremes; max-stable process.
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