An overview of composite likelihood methods

C Varin, N Reid, D Firth - Statistica Sinica, 2011 - JSTOR
A survey of recent developments in the theory and application of composite likelihood is
provided, building on the review paper of Varin (2008). A range of application areas …

Spatial extremes: Max-stable processes at work

M Ribatet - Journal de la Société Française de Statistique, 2013 - numdam.org
Since many developments to the functional extreme value theory have been made during
the last decades, this paper reviews recent results on max-stable processes and covers a …

extRemes 2.0: an extreme value analysis package in R

E Gilleland, RW Katz - Journal of Statistical Software, 2016 - jstatsoft.org
This article describes the extreme value analysis (EVA) R package extRemes version 2.0,
which is completely redesigned from previous versions. The functions primarily provide …

Extreme events: dynamics, statistics and prediction

M Ghil, P Yiou, S Hallegatte… - Nonlinear Processes …, 2011 - npg.copernicus.org
We review work on extreme events, their causes and consequences, by a group of
European and American researchers involved in a three-year project on these topics. The …

Composite likelihood estimation for the Brown–Resnick process

R Huser, AC Davison - Biometrika, 2013 - academic.oup.com
Abstract Genton et al.(2011) investigated the gain in efficiency when triplewise, rather than
pairwise, likelihood is used to fit the popular Smith max-stable model for spatial extremes …

[图书][B] Extreme value modeling and risk analysis: methods and applications

DK Dey, J Yan - 2016 - books.google.com
This book presents a broad overview of statistical modeling of extreme events along with the
most recent methodologies and various applications. It brings together background material …

Evaluation of daily precipitation extremes in reanalysis and gridded observation‐based data sets over Germany

G Hu, CLE Franzke - Geophysical Research Letters, 2020 - Wiley Online Library
Accurate and reliable gridded data sets are important for analyzing extreme weather and
climate events. Specifically, these data sets should produce extreme value statistics that are …

Spatial extremes

AC Davison, R Huser, E Thibaud - Handbook of environmental …, 2019 - taylorfrancis.com
The health consequences of climate variability and change are diverse, potentially affecting
the burden of a wide range of health outcomes, including illnesses and deaths related to …

The generalized Pareto process; with a view towards application and simulation

A Ferreira, L De Haan - 2014 - projecteuclid.org
In extreme value statistics, the peaks-over-threshold method is widely used. The method is
based on the generalized Pareto distribution characterizing probabilities of exceedances …

Neural networks for parameter estimation in intractable models

A Lenzi, J Bessac, J Rudi, ML Stein - Computational Statistics & Data …, 2023 - Elsevier
The goal is to use deep learning models to estimate parameters in statistical models when
standard likelihood estimation methods are computationally infeasible. For instance …