CRPS M-estimation for max-stable models
نویسندگان
چکیده
منابع مشابه
Crps M - Estimation for Max - Stable Models : Do Not
Max-stable random fields provide canonical models for the dependence of multivariate extremes. Inference with such models has been challenging due to the lack of tractable likelihoods. In contrast, the finite dimensional cumulative distribution functions (CDFs) are often readily available and natural to work with. Motivated by this fact, in this work we develop an M-estimation framework for max...
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ژورنال
عنوان ژورنال: Extremes
سال: 2014
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-014-0185-x