Max-stable processes are increasingly widely used for modelling complex extreme events,
but existing fitting methods are computationally demanding, limiting applications to a few
dozen variables.-Pareto processes are mathematically simpler and have the potential
advantage of incorporating all relevant extreme events, by generalizing the notion of a
univariate exceedance. In this paper we investigate the use of proper scoring rules for high-
dimensional peaks-over-threshold inference, focusing on extreme-value processes …