Full likelihood inference for max‐stable data-Reference-Cited by-同舟云学术

Full likelihood inference for max‐stable data

Published:2019-01 Issue:1 Volume:8 Page:
ISSN:2049-1573
Container-title:Stat
language:en
Short-container-title:STAT

Author:

Huser Raphaël¹^ORCID,Dombry Clément²,Ribatet Mathieu³,Genton Marc G.¹^ORCID

Affiliation:

1. CEMSE DivisionKing Abdullah University of Science and Technology (KAUST) Thuwal Saudi Arabia

2. Department of MathematicsUniversity of Franche‐Comté Besançon cedex France

3. Department of MathematicsUniversity of Montpellier Montpellier cedex 5 France

Funder

King Abdullah University of Science and Technology

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/sta4.218

Reference45 articles.

1. Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions

2. Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm

3. Buhl S. &Klüppelberg C.(2019).Generalised least squares estimation of regularly varying space–time processes based on flexible observation schemes. Extremes. To appear.

4. High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes

5. Statistical inference for max-stable processes in space and time

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