218 citations · 323 across the 27 of their papers we have counts for
3 papers · 1 filter
Likelihood estimators for multivariate extremes
Raphaël Huser, Anthony C. Davison, Marc G. Genton
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme…
Non-Stationary Dependence Structures for Spatial Extremes
Raphael Huser, Marc G. Genton
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent p…
High-order Composite Likelihood Inference for Max-Stable Distributions and Processes
Stefano Castruccio, Raphaël Huser, Marc Genton
In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is among the most challenging problems in computational statisti…