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Related papers: Nonparametric Inference for Max-Stable Dependence

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Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Subhashis Ghosal

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Mark G. Low , Zongming Ma

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Judith Rousseau

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Ismaël Castillo

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Richard Nickl

Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…

Probability · Mathematics 2012-04-03 Johan Segers

In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of…

Probability · Mathematics 2007-06-13 S. Satheesh , N. U. Nair

Modeling nonstationarity that often prevails in extremal dependence of spatial data can be challenging, and typically requires bespoke or complex spatial models that are difficult to estimate. Inference for stationary and isotropic models…

Methodology · Statistics 2026-04-21 Xuanjie Shao , Jordan Richards , Raphael Huser

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

Modelling multivariate extreme events is essential when extrapolating beyond the range of observed data. Parametric models that are suitable for real-world extremes must be flexible -- particularly in their ability to capture asymmetric…

Methodology · Statistics 2025-12-05 Pavel Krupskii , Boris Béranger

There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…

Methodology · Statistics 2014-11-04 Anna Kiriliouk , Johan Segers , Michal Warchol

A note on "Bayesian nonparametric estimators derived from conditional Gibbs structures" by Antonio Lijoi, Igor Pr\"{u}nster, Stephen G. Walker [arXiv:0808.2863].

Probability · Mathematics 2014-01-17 Antonio Lijoi , Igor Prünster , Stephen G. Walker

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often lies with determining which subsets of variables can take…

Methodology · Statistics 2022-07-19 Emma S. Simpson , Jennifer L. Wadsworth , Jonathan A. Tawn

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. One such representation is based on a limit of…

Methodology · Statistics 2012-04-26 Richard A. Davis , Claudia Klüppelberg , Christina Steinkohl

Tail dependence models for distributions attracted to a max-stable law are fitted using observations above a high threshold. To cope with spatial, high-dimensional data, a rank-based M-estimator is proposed relying on bivariate margins…

Methodology · Statistics 2015-01-12 John Einmahl , Anna Kiriliouk , Andrea Krajina , Johan Segers

Parametric max-stable processes are increasingly used to model spatial extremes. Starting from the fact that the dependence structure of a max-stable process is completely characterized by an extreme-value copula, a class of goodness-of-fit…

Methodology · Statistics 2015-02-27 Ivan Kojadinovic , Hongwei Shang , Jun Yan

Rejoinder of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2016-08-07 Botond Szabó , A. W. van der Vaart , J. H. van Zanten

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay,…

Methodology · Statistics 2020-05-14 Raphael Huser , Thomas Opitz , Emeric Thibaud