Conditional simulation of max-stable processes
نویسندگان
چکیده
منابع مشابه
Prediction for Max-Stable Processes via an Approximated Conditional Density
The dependence structure of a max-stable random vector is characterized by its spectral measure. Using only the spectral measure, we present a method for approximating the conditional density of an unobserved component of a max-stable random vector given the other components of the vector. The approximated conditional density can be used for prediction. Additionally, we present a new parametric...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2012
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/ass067