Dan Cheng,Armin Schwartzman
Dan Cheng
Let {f(t) : t ∈ T} be a smooth Gaussian random field over a parameter space T, where T may be a subset of Euclidean space or, more generally, a Riemannian manifold. We provide a general formula for the distribution of the height of a local...
Mark M Meerschaert,Hans-Peter Scheffler,Stilian A Stoev
Mark M Meerschaert
A new approach to extreme value theory is presented for vector data with heavy tails. The tail index is allowed to vary with direction, where the directions are not necessarily along the coordinate axes. Basic asymptotic theory is developed...
Nonparametric Spatial Models for Extremes: Application to Extreme Temperature Data [0.03%]
非参数空间模型在极值中的应用：应用于极端温度数据
Montserrat Fuentes,John Henry,Brian Reich
Montserrat Fuentes
Estimating the probability of extreme temperature events is difficult because of limited records across time and the need to extrapolate the distributions of these events, as opposed to just the mean, to locations where observations are not...