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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
The goal is to use deep learning models to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. For instance …