Composite likelihood estimation for the Brown-Resnick process
成果类型：
Article
署名作者：
Huser, R.; Davison, A. C.
署名单位：
Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/ass089
发表日期：
2013
页码：
511518
关键词：
摘要：
Genton et al. (2011) investigated the gain in efficiency when triplewise, rather than pairwise, likelihood is used to fit the popular Smith max-stable model for spatial extremes. We generalize their results to the Brown-Resnick model and show that the efficiency gain is substantial only for very smooth processes, which are generally unrealistic in applications.
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