English

Efficient inference and simulation for elliptical Pareto processes

Methodology 2015-12-21 v2

Abstract

Recent advances in extreme value theory have established \ell-Pareto processes as the natural limits for extreme events defined in terms of exceedances of a risk functional. Here we provide methods for the practical modelling of data based on a tractable yet flexible dependence model. We introduce the class of elliptical \ell-Pareto processes, which arise as the limit of threshold exceedances of certain elliptical processes characterized by a correlation function and a shape parameter. An efficient inference method based on maximizing a full likelihood with partial censoring is developed. Novel procedures for exact conditional and unconditional simulation are proposed. These ideas are illustrated using precipitation extremes in Switzerland.

Keywords

Cite

@article{arxiv.1401.0168,
  title  = {Efficient inference and simulation for elliptical Pareto processes},
  author = {Emeric Thibaud and Thomas Opitz},
  journal= {arXiv preprint arXiv:1401.0168},
  year   = {2015}
}
R2 v1 2026-06-22T02:37:37.603Z