449 citations · 986 across the 29 of their papers we have counts for
5 papers · 1 filter
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…
Estimating space-time trend and dependence of heavy rainfall
Ana Ferreira, Petra Friederichs, Laurens de Haan +2
A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a t…
A parametric variogram model bridging between stationary and intrinsically stationary processes
Martin Schlather
A simple variogram model with two parameters is presented that includes the power variogram for the fractional Brownian motion, a modified De Wijsian model, the generalized Cauchy…
Statistical Post-Processing of Forecasts for Extremes Using Bivariate Brown-Resnick Processes with an Application to Wind Gusts
Marco Oesting, Martin Schlather, Petra Friederichs
To improve the forecasts of weather extremes, we propose a joint spatial model for the observations and the forecasts, based on a bivariate Brown-Resnick process. As the class of s…
Estimation of Huesler-Reiss distributions and Brown-Resnick processes
Sebastian Engelke, Alexander Malinowski, Zakhar Kabluchko +1
Estimation of extreme-value parameters from observations in the max-domain of attraction (MDA) of a multivariate max-stable distribution commonly uses aggregated data such as block…