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Activity Number:
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589
- Environmental Extremes
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Type:
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Contributed
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Date/Time:
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Wednesday, August 2, 2017 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistics and the Environment
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Abstract #322825
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View Presentation
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Title:
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Tukey Max-Stable Processes for Spatial Extremes
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Author(s):
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Ganggang Xu* and Marc G. Genton
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Companies:
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Binghamton University and KAUST
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Keywords:
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Brown-Resnick process ;
Composite likelihood ;
Extremal coefficient ;
Max-stable process ;
Extremal-tt process ;
Geometric Gaussian process
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Abstract:
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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.
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Authors who are presenting talks have a * after their name.
