Flexible Modeling of Nonstationary Extremal Dependence using Spatially-Fused LASSO and Ridge Penalties

IF 2.3 3区 工程技术 Q1 STATISTICS & PROBABILITY
Xuanjie Shao, Arnab Hazra, Jordan Richards, Raphaël Huser
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引用次数: 0

Abstract

Statistical modeling of a nonstationary spatial extremal dependence structure is challenging. Parametric max-stable processes (MSPs) are common choices for modeling spatially-indexed block maxima, ...
利用空间融合 LASSO 和脊刑对非平稳极值依赖性进行灵活建模
非平稳空间极值依赖结构的统计建模具有挑战性。参数最大稳定过程(MSPs)是空间索引块最大值建模的常见选择,但它并不稳定。
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来源期刊
Technometrics
Technometrics 管理科学-统计学与概率论
CiteScore
4.50
自引率
16.00%
发文量
59
审稿时长
>12 weeks
期刊介绍: Technometrics is a Journal of Statistics for the Physical, Chemical, and Engineering Sciences, and is published Quarterly by the  American Society for Quality and the American Statistical Association.Since its inception in 1959, the mission of Technometrics has been to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences.
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