bivariate extreme value distribution, dependence function, Gaussian random field, max-stable random field, rainfall modeling, simulation of max-stable processes
Abstract:
Models for stationary max-stable random fields are revisited and illustrated by two-dimensional simulations. We introduce a new class of models, which are based on stationary Gaussian random fields, and whose realizations are not necessarily semi-continuous functions. The bivariate marginal distributions of these random fields can be calculated, and they form a new class of bivariate extreme value distributions.
Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.
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