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Max-stable processes and spatial extremes

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Extrapolation of max-stable random fields with Fr\'echet marginals

math.PR · 2026-04-17 · unverdicted · novelty 5.0

A level-set-based extrapolation method for stationary max-stable random fields with α-Fréchet margins, with proven existence, a metric connection, non-uniqueness examples, and tests on simulations plus precipitation data.

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  • Extrapolation of max-stable random fields with Fr\'echet marginals math.PR · 2026-04-17 · unverdicted · none · ref 38

    A level-set-based extrapolation method for stationary max-stable random fields with α-Fréchet margins, with proven existence, a metric connection, non-uniqueness examples, and tests on simulations plus precipitation data.