Spatial Extremes: Models for the Stationary Case

The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an extension of the theory of max-stable processes of de Haan and Pickands [Probab. Theory Related Fields 72 (1986) 477-492]....

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:	The Annals of Statistics. - Institute of Mathematical Statistics. - 34(2006), 1, Seite 146-168
1. Verfasser:	de Haan, Laurens (VerfasserIn)
Weitere Verfasser:	Pereira, Teresa T.
Format:	Online-Aufsatz
Sprache:	English
Veröffentlicht:	2006
Zugriff auf das übergeordnete Werk:	The Annals of Statistics
Schlagworte:	Extreme-value theory Spatial extremes Spatial tail dependence Maxstable processes Multivariate extremes Semiparametric estimation Mathematics Information science Applied sciences Physical sciences


LEADER	01000caa a22002652 4500
001	JST008959099
003	DE-627
005	20240619180453.0
007	cr uuu---uuuuu
008	150323s2006 xx \|\|\|\|\|o 00\| \|\|eng c
035			\|a (DE-627)JST008959099
035			\|a (JST)25463411
040			\|a DE-627 \|b ger \|c DE-627 \|e rakwb
041			\|a eng
084			\|a 60G70 \|2 MSC
084			\|a 62H11 \|2 MSC
084			\|a 62G32 \|2 MSC
084			\|a 62E20 \|2 MSC
084			\|a 60G10 \|2 MSC
084			\|a 62M40 \|2 MSC
100	1		\|a de Haan, Laurens \|e verfasserin \|4 aut
245	1	0	\|a Spatial Extremes: Models for the Stationary Case
264		1	\|c 2006
336			\|a Text \|b txt \|2 rdacontent
337			\|a Computermedien \|b c \|2 rdamedia
338			\|a Online-Ressource \|b cr \|2 rdacarrier
520			\|a The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an extension of the theory of max-stable processes of de Haan and Pickands [Probab. Theory Related Fields 72 (1986) 477-492]. We propose three one-dimensional and three two-dimensional models. These models depend on just one parameter or a few parameters that measure the strength of tail dependence as a function of the distance between locations. We also propose two estimators for this parameter and prove consistency under domain of attraction conditions and asymptotic normality under appropriate extra conditions.
540			\|a Copyright 2006 The Institute of Mathematical Statistics
650		4	\|a Extreme-value theory
650		4	\|a Spatial extremes
650		4	\|a Spatial tail dependence
650		4	\|a Maxstable processes
650		4	\|a Multivariate extremes
650		4	\|a Semiparametric estimation
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Inferential statistics \|x Statistical estimation \|x Estimation methods \|x Estimators
650		4	\|a Information science \|x Information analysis \|x Data analysis \|x Spatial models
650		4	\|a Applied sciences \|x Research methods \|x Modeling \|x Two dimensional modeling
650		4	\|a Mathematics \|x Pure mathematics \|x Probability theory \|x Stationary processes
650		4	\|a Physical sciences \|x Astronomy \|x Astrophysics \|x Stellar physics \|x Stellar properties \|x Spectral energy distribution
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Inferential statistics \|x Statistical estimation \|x Estimation methods \|x Estimators \|x Consistent estimators
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Descriptive statistics \|x Statistical distributions \|x Distribution functions
650		4	\|a Physical sciences \|x Physics \|x Mechanics \|x Density
650		4	\|a Mathematics \|x Pure mathematics \|x Probability theory \|x Random variables \|x Stochastic processes
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Descriptive statistics \|x Statistical distributions \|x Distribution functions \|x Probability distributions \|x Gaussian distributions
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Inferential statistics \|x Statistical estimation \|x Estimation methods \|x Estimators
650		4	\|a Information science \|x Information analysis \|x Data analysis \|x Spatial models
650		4	\|a Applied sciences \|x Research methods \|x Modeling \|x Two dimensional modeling
650		4	\|a Mathematics \|x Pure mathematics \|x Probability theory \|x Stationary processes
650		4	\|a Physical sciences \|x Astronomy \|x Astrophysics \|x Stellar physics \|x Stellar properties \|x Spectral energy distribution
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Inferential statistics \|x Statistical estimation \|x Estimation methods \|x Estimators \|x Consistent estimators
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Descriptive statistics \|x Statistical distributions \|x Distribution functions
650		4	\|a Physical sciences \|x Physics \|x Mechanics \|x Density
650		4	\|a Mathematics \|x Pure mathematics \|x Probability theory \|x Random variables \|x Stochastic processes
650		4	\|a Mathematics \|x Applied mathematics \|x Statistics \|x Applied statistics \|x Descriptive statistics \|x Statistical distributions \|x Distribution functions \|x Probability distributions \|x Gaussian distributions \|x Spatial Statistics
655		4	\|a research-article
700	1		\|a Pereira, Teresa T. \|e verfasserin \|4 aut
773	0	8	\|i Enthalten in \|t The Annals of Statistics \|d Institute of Mathematical Statistics \|g 34(2006), 1, Seite 146-168 \|w (DE-627)270129162 \|w (DE-600)1476670-X \|x 00905364 \|7 nnns
773	1	8	\|g volume:34 \|g year:2006 \|g number:1 \|g pages:146-168
856	4	0	\|u https://www.jstor.org/stable/25463411 \|3 Volltext
912			\|a GBV_USEFLAG_A
912			\|a SYSFLAG_A
912			\|a GBV_JST
912			\|a GBV_ILN_11
912			\|a GBV_ILN_20
912			\|a GBV_ILN_22
912			\|a GBV_ILN_23
912			\|a GBV_ILN_24
912			\|a GBV_ILN_31
912			\|a GBV_ILN_32
912			\|a GBV_ILN_39
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_73
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_120
912			\|a GBV_ILN_151
912			\|a GBV_ILN_161
912			\|a GBV_ILN_170
912			\|a GBV_ILN_213
912			\|a GBV_ILN_230
912			\|a GBV_ILN_285
912			\|a GBV_ILN_293
912			\|a GBV_ILN_370
912			\|a GBV_ILN_374
912			\|a GBV_ILN_602
912			\|a GBV_ILN_702
912			\|a GBV_ILN_2001
912			\|a GBV_ILN_2003
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2006
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2008
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2018
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2056
912			\|a GBV_ILN_2057
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2088
912			\|a GBV_ILN_2107
912			\|a GBV_ILN_2110
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_2190
912			\|a GBV_ILN_2932
912			\|a GBV_ILN_2947
912			\|a GBV_ILN_2949
912			\|a GBV_ILN_2950
912			\|a GBV_ILN_4012
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4046
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4242
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4251
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4338
912			\|a GBV_ILN_4346
912			\|a GBV_ILN_4367
912			\|a GBV_ILN_4393
912			\|a GBV_ILN_4700
951			\|a AR
952			\|d 34 \|j 2006 \|e 1 \|h 146-168