文章基本信息

标题：On extreme value analysis of a spatial process
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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.