Article ID Journal Published Year Pages File Type
1145817 Journal of Multivariate Analysis 2013 5 Pages PDF
Abstract

The extremal tt process was proposed in the literature for modeling spatial extremes within a copula framework based on the extreme value limit of elliptical tt distributions (Davison et al. (2012) [5]). 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 tt process. Interestingly, the extremal Gaussian process introduced by Schlather (2002) [22] appears as a special case. We further highlight the role of the extremal tt process as the maximum attractor for processes with finite-dimensional elliptical distributions. All results naturally also hold within the multivariate domain.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
,