Models for Stationary Max-Stable Random Fields

被引：9

作者：

Martin Schlather

机构：

[1] University of Bayreuth,Soil Physics Group

来源：

Extremes | 2002年 / 5卷 / 1期

关键词：

bivariate extreme value distribution; dependence function; Gaussian random field; max-stable random field; rainfall modeling; simulation of max-stable processes;

D O I：

10.1023/A:1020977924878

中图分类号：

学科分类号：

摘要：

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.

引用

页码：33 / 44

页数：11

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