S Engelke, J Ivanovs - Annual Review of Statistics and Its …, 2021 - annualreviews.org
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well developed …
Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that …
S Engelke, J Ivanovs, K Strokorb - arXiv preprint arXiv:2211.15769, 2022 - arxiv.org
Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for …
To accurately quantify landslide hazard in a region of Turkey, we develop new marked point- process models within a Bayesian hierarchical framework for the joint prediction of landslide …
N Nolde, JL Wadsworth - Advances in Applied Probability, 2022 - cambridge.org
The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random …
Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable or generalized Pareto processes. These models are …
Flexible spatial models that allow transitions between tail dependence classes have recently appeared in the literature. However, inference for these models is computationally …
Various natural phenomena exhibit spatial extremal dependence at short distances only, while it usually vanishes as the distance between sites increases arbitrarily. However …