Composite likelihood estimation for the Brown--Resnick process

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.


Published in:
Biometrika, 100, 2, 511-518
Year:
2013
Keywords:
Laboratories:




 Record created 2013-06-03, last modified 2018-03-17

Preprint:
Download fulltextPDF
Supplementary Material:
Download fulltextPDF
Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)