Max-stable processes
Conditional max-stable simulations
Latent Variable
Copula approaches
Miscellaneous
References
Reference Manual
I list here some reference I found interesting for modelling
spatial extremes by themes.
Extreme value theory
de Haan, L. (1984). A spectral representation for max-stable
processes. The Annals of Probability, 12(4):1194-1204.
de Haan, L. and Ferreira, A. (2006). Extreme Value Theory: An
Introduction. Springer, New York.
Cooley, D., Naveau, P., and Poncet, P. (2006). Variograms for
spatial max-stable random fields. In Springer, editor,
Dependence in Probability and Statistics, volume 187, pages
373-390. Springer, New York, lecture notes in statistics
edition.
Kabluchko, Z., Schlather, M., and de Haan, L. (2009). Stationary
max-stable fields associated to negative definite
functions. Ann. Prob., 37(5):2042-2065.
Lindsay, B. (1988). Composite likelihood methods. Statistical
Inference from Stochastic Processes. American Mathematical
Society, Providence.
Padoan, S., Ribatet, M., and Sisson, S. (2010). Likelihood-based
inference for max-stable processes. Journal of the American
Statistical Association (Theory & Methods), 105(489):263-277.
Schlather, M. (2002). Models for stationary max-stable random
fields. Extremes, 5(1):33-44.
Smith, R. L. (1990). Max-stable processes and spatial
extreme. Unpublished manuscript.
Composite likelihoods
Chandler, R. E. and Bate, S. (2007). Inference for clustered
data using the independence loglikelihood. Biometrika,
94(1):167-183.
Rotnitzky, A. and Jewell, N. (1990). Hypothesis testing of
regression parameters in semiparametric generalized linear
models for cluster correlated data. Biometrika, 77:495-497.
Varin, C. and Vidoni, P. (2005). A note on composite likelihood
inference and model selection. Biometrika, 92(3):519-528.
Bayesian Hierarchical Models
Banerjee, S., Carlin, B. P., and Gelfand,
A. E. (2004). Hierarchical Modeling and Anal- ysis for Spatial
Data. Chapman & Hall/CRC, New York.
Cooley, D., Nychka, D., and Naveau, P. (2007). Bayesian spatial
modeling of extreme precipitation return
levels. J. Am. Stat. Assoc., 102(479):824-840.
Ribatet, M., Cooley, D., and Davison, A. C. (2010). Bayesian
inference from composite likelihoods, with an application to
spatial extremes. submitted.