1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2016
Bridging Asymptotic Independence and Dependence in Spatial Extremes Using Gaussian Scale Mixtures
Raphael Huser, Thomas Opitz, Emeric Thibaud
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian process…
stat.ME2014★ 1 cited
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…