F Gasperoni, A Luati, L Paci… - Journal of the American …, 2023 - Taylor & Francis
A simultaneous autoregressive score-driven model with autoregressive disturbances is developed for spatio-temporal data that may exhibit heavy tails. The model specification …
H Van de Vyver - Weather and Climate Extremes, 2024 - Elsevier
Widespread extreme climate events cause many fatalities, economic losses and have a huge impact on critical infrastructure. It is therefore of utmost importance to estimate the …
The following sections are a start on organizing references on stable distributions by topic. It is far from complete. Starting on page 23 there is an extensive list of papers, most on stable …
Given the common problem of missing data in real-world applications from various fields, such as remote sensing, ecology and meteorology, the interpolation of missing spatial and …
We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate …
S Szemkus, P Friederichs - Advances in Statistical …, 2024 - ascmo.copernicus.org
We present a method for the analysis and compact description of large-scale multivariate weather extremes. Spatial patterns of extreme events are identified using the tail pairwise …
KI N'dri, S Nadarajah - Environmental Modeling & Assessment, 2024 - Springer
We provide the first statistical analysis of the dependence between maximum rainfall and maximum temperature in Senegal. The data are from twelve stations spread across …
The block maxima approach is an important method in univariate extreme value analysis. While assuming that block maxima are independent results in straightforward analysis, the …
We present the methods employed by team 'Uniofbathtopia'as part of a competition organised for the 13th International Conference on Extreme Value Analysis (EVA2023) …