Extrapolation of max-stable random fields with Fréchet marginals

Vitalii Makogin, Evgeny Spodarev, Ilja Sukhanov

We propose a method for the prediction of stationary max--stable random fields with $\hat{I}\pm$-Fréchet marginal distribution $H_{\hat{I}}\pm$. The method is suitable to cope with heavy tails for…