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• W2020121419 abstract "The extremal t process was proposed in the literature for modeling spatial extremes within a copula framework based on the extreme value limit of elliptical t distributions (Davison, Padoan and Ribatet (2012)). A major drawback of this max-stable model was the lack of a spectral representation such that for instance direct simulation was infeasible. The main contribution of this note is to propose such a spectral construction for the extremal t process. Interestingly, the extremal Gaussian process introduced by Schlather (2002) appears as a special case. We further highlight the role of the extremal t process as the maximum attractor for processes with finite-dimensional elliptical distributions. All results naturally also hold within the multivariate domain." @default.
• W2020121419 created "2016-06-24" @default.
• W2020121419 creator A5078885052 @default.
• W2020121419 date "2013-11-01" @default.
• W2020121419 modified "2023-10-18" @default.
• W2020121419 title "Extremal <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si1.gif display=inline overflow=scroll><mml:mi>t</mml:mi></mml:math> processes: Elliptical domain of attraction and a spectral representation" @default.
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• W2020121419 doi "https://doi.org/10.1016/j.jmva.2013.08.008" @default.
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