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Journal of the American Statistical Association Volume 115, 2020 - Issue 530
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Applications and Case Studies

Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data

Jean-Noël Bacroa IMAG, Université de Montpellier, CNRS, Montpellier, France; View further author information
,
Carlo Gaetanb DAIS, Università Ca’ Foscari di Venezia, Venice, Italy; Correspondence[email protected]
View further author information
,
Thomas Opitzc BioSP, INRA, Avignon, France; View further author information
&
Gwladys Toulemonded IMAG, Univ Montpellier, CNRS, INRIA, Montpellier, FranceView further author information
Pages 555-569 | Received 16 Aug 2017, Accepted 20 Apr 2019, Published online: 19 Jun 2019

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Yan Gong, Peng Zhong, Thomas Opitz & Raphaël Huser. (2024) Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning. Technometrics 0:0, pages 1-16.
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Articles from other publishers (16)

Paola Bortot & Carlo Gaetan. (2022) A model for space-time threshold exceedances with an application to extreme rainfall. Statistical Modelling 24:2, pages 169-193.
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Almut E. D. Veraart. 2024. Quantitative Energy Finance. Quantitative Energy Finance 73 132 .
Léo R. Belzile, Christophe Dutang, Paul J. Northrop & Thomas Opitz. (2023) A modeler’s guide to extreme value software. Extremes 26:4, pages 595-638.
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Noel Cressie & Matthew T. Moores. 2023. Encyclopedia of Mathematical Geosciences. Encyclopedia of Mathematical Geosciences 1362 1373 .
Noel Cressie & Matthew T. Moores. 2020. Encyclopedia of Mathematical Geosciences. Encyclopedia of Mathematical Geosciences 1 11 .
Valentin Courgeau & Almut E.D. Veraart. (2022) Asymptotic theory for the inference of the latent trawl model for extreme values. Scandinavian Journal of Statistics 49:4, pages 1448-1495.
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Rishikesh Yadav, Raphaël Huser & Thomas Opitz. (2022) A flexible Bayesian hierarchical modeling framework for spatially dependent peaks-over-threshold data. Spatial Statistics 51, pages 100672.
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Raphaël Huser & Jennifer L. Wadsworth. (2020) Advances in statistical modeling of spatial extremes. WIREs Computational Statistics 14:1.
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A. Abu-Awwad, V. Maume-Deschamps & P. Ribereau. (2021) Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach. Statistical Inference for Stochastic Processes 24:2, pages 241-276.
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Rishikesh Yadav, Raphaël Huser & Thomas Opitz. (2020) Spatial hierarchical modeling of threshold exceedances using rate mixtures. Environmetrics 32:3.
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Raphaël Huser, Thomas Opitz & Emeric Thibaud. (2020) Max‐infinitely divisible models and inference for spatial extremes. Scandinavian Journal of Statistics 48:1, pages 321-348.
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Dan Cheng & Zishun Liu. (2020) Spatio-temporal prediction of missing temperature with stochastic Poisson equations. Extremes 24:1, pages 163-175.
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Michael L. Stein. (2020) A parametric model for distributions with flexible behavior in both tails. Environmetrics 32:2.
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Mikko S. Pakkanen, Riccardo Passeggeri, Orimar Sauri & Almut E. D. Veraart. (2021) Limit theorems for trawl processes. Electronic Journal of Probability 26:none.
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Noel Cressie & Matthew T. Moores. 2020. Encyclopedia of Mathematical Geosciences. Encyclopedia of Mathematical Geosciences 1 11 .
Valentin Courgeau & Almut Veraart. (2020) Asymptotic Theory for the Inference of the Latent Trawl Model for Extreme Values. SSRN Electronic Journal.
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