Spatial extremes: Max-stable processes at work

  • Mathieu Ribatet

Résumé

Since many developments to the functional extreme value theory have been made during the last decades, this paper reviews recent results on max-stable processes and covers a large range of themes such as finite dimensional distributions, parametric models, dependence measure, inferential procedure, model selection and (conditional) simulations. An application to the spatial modeling of wind gusts in Netherlands is given.
Publiée
2013-09-19
Rubrique
Numéro spécial : statistique des valeurs extrêmes