449 citations · 986 across the 29 of their papers we have counts for
30 papers
Covariance Models for Multivariate Random Fields resulting from Pseudo Cross-Variograms
Christopher Dörr, Martin Schlather
So far, the pseudo cross-variogram is primarily used as a tool for the structural analysis of multivariate random fields. Mainly applying recent theoretical results on the pseudo c…
A semi-group approach to Principal Component Analysis
Martin Schlather, Felix Reinbott
Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlatio…
Characterization Theorems for Pseudo-Variograms
Christopher Dörr, Martin Schlather
Pseudo-variograms appear naturally in the context of multivariate Brown-Resnick processes, and are a useful tool for analysis and prediction of multivariate random fields. We give…
Comparative evaluation of point process forecasts
Jonas Brehmer, Tilmann Gneiting, Marcus Herrmann +3
Stochastic models of point patterns in space and time are widely used to issue forecasts or assess risk, and often they affect societally relevant decisions. We adapt the concept o…
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes
Marco Oesting, Martin Schlather, Claudia Schillings
Sup-normalized spectral functions form building blocks of max-stable and Pareto processes and therefore play an important role in modeling spatial extremes. For one of the most pop…
On a generalization of Matérn hard-core processes with applications to max-stable processes
Martin Dirrler, Martin Schlather
The Matérn hard-core processes are classical examples for point process models obtained from (marked) Poisson point processes. Points of the original Poisson process are deleted ac…