On Extreme Value Analysis of a Spatial Process

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-dimension...

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Bibliographic Details
Main Authors: Laurens de Haan, Chen Zhou
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2008-03-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/58