Conditional sampling for spectrally discrete max-stable random fields

• DOI: 10.1239/aap/1308662488
• Publication Date: 2011-06-21T13:22:30Z
• Authors: Yizao Wang; Stilian A. Stoev
• Keywords: Conditional probability distribution; Statistical Inference

Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability general max-linear models, which include large class of max-stable fields. As consequence, we develop algorithm efficient and exact sampling from distributions. Our method provides computational solution to prediction problem spectrally discrete This work offers new tools perspective many statistical inference problems spatial extremes, arising, example, meteorology, geology, environmental applications.