{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,6]],"date-time":"2026-10-06T00:05:34Z","timestamp":1791245134306,"version":"4.1.0"},"reference-count":45,"publisher":"Oxford University Press (OUP)","issue":"1","license":[{"start":{"date-parts":[[2014,5,30]],"date-time":"2014-05-30T00:00:00Z","timestamp":1401408000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"funder":[{"DOI":"10.13039\/501100002990","name":"Deutsche Telekom Stiftung","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100002990","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001711","name":"Swiss National Science Foundation","doi-asserted-by":"publisher","award":["200021-140633"],"award-info":[{"award-number":["200021-140633"]}],"id":[{"id":"10.13039\/501100001711","id-type":"DOI","asserted-by":"publisher"}]},{"name":"German Science Foundation Research Training Group \u2018Scaling problems in statistics\u2019","award":["1644"],"award-info":[{"award-number":["1644"]}]},{"name":"Volkswagen Stiftung within the project \u2018WEX-MOP\u2019"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2015,1,1]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>Estimation of extreme value parameters from observations in the max-domain of attraction of a multivariate max-stable distribution commonly uses aggregated data such as block maxima. Multivariate peaks-over-threshold methods, in contrast, exploit additional information from the non-aggregated \u2018large\u2019 observations. We introduce an approach based on peaks over thresholds that provides several new estimators for processes \u03b7 in the max-domain of attraction of the frequently used H\u00fcsler\u2013Reiss model and its spatial extension: Brown\u2013Resnick processes. The method relies on increments \u03b7(\u00b7) \u2212 \u03b7(t \u00a00) conditional on \u03b7(t \u00a00) exceeding a high threshold, where t \u00a00 is a fixed location. When the marginals are standardized to the Gumbel distribution, these increments asymptotically form a Gaussian process resulting in computationally simple estimates of the H\u00fcsler\u2013Reiss parameter matrix and particularly enables parametric inference for Brown\u2013Resnick processes based on (high dimensional) multivariate densities. This is a major advantage over composite likelihood methods that are commonly used in spatial extreme value statistics since they rely only on bivariate densities. A simulation study compares the performance of the new estimators with other commonly used methods. As an application, we fit a non-isotropic Brown\u2013Resnick process to the extremes of 12-year data of daily wind speed measurements.<\/jats:p>","DOI":"10.1111\/rssb.12074","type":"journal-article","created":{"date-parts":[[2014,5,30]],"date-time":"2014-05-30T05:28:42Z","timestamp":1401427722000},"page":"239-265","source":"Crossref","is-referenced-by-count":89,"title":["Estimation of H\u00fcsler\u2013Reiss Distributions and Brown\u2013Resnick Processes"],"prefix":"10.1093","volume":"77","author":[{"given":"Sebastian","family":"Engelke","sequence":"first","affiliation":[{"name":"Universit\u00e9 de Lausanne , Switzerland"},{"name":"Georg-August-Universit\u00e4t G\u00f6ttingen , Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Alexander","family":"Malinowski","sequence":"additional","affiliation":[{"name":"Universit\u00e4t Mannheim , Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Zakhar","family":"Kabluchko","sequence":"additional","affiliation":[{"name":"Universit\u00e4t Ulm , Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Martin","family":"Schlather","sequence":"additional","affiliation":[{"name":"Universit\u00e4t Mannheim , Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2014,5,30]]},"reference":[{"key":"2023022002192033800_rssb12074-cit-0001","doi-asserted-by":"publisher","DOI":"10.1007\/s11222-013-9394-4","article-title":"Estimation of spatial max-stable models using threshold exceedances","author":"Bacro","year":"2013","journal-title":"Statist. 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