English
Related papers

Related papers: Estimating space-time trend and dependence of heav…

200 papers

The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis (tail scale) in the marginal distributions. Spatial…

Statistics Theory · Mathematics 2020-03-10 John H. J. Einmahl , Ana Ferreira , Laurens de Haan , Claudia Neves , Chen Zhou

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

The statistical modeling of space-time extremes in environmental applications is key to understanding complex dependence structures in original event data and to generating realistic scenarios for impact models. In this context of…

Methodology · Statistics 2019-05-16 Jean-Noel Bacro , Carlo Gaetan , Thomas Opitz , Gwladys Toulemonde

Modeling extremes of climate variables in the framework of climate change is a particularly difficult task, since it implies taking into account spatio-temporal nonstationarities. In this paper, we propose a new method for estimating…

Methodology · Statistics 2021-05-13 Béwentaoré Sawadogo , Diakarya Barro

The climate change dispute is about changes over time of environmental characteristics (such as rainfall). Some people say that a possible change is not so much in the mean but rather in the extreme phenomena (that is, the average rainfall…

Statistics Theory · Mathematics 2015-06-16 Laurens de Haan , Albert Klein Tank , Cláudia Neves

In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty in time and space. Within the common framework of max-stable…

Machine Learning · Statistics 2026-05-01 Christopher Bülte , Lisa Leimenstoll , Melanie Schienle

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…

Atmospheric and Oceanic Physics · Physics 2019-09-09 Ibiyinka Fuwape , Sunday Oluyamo , Babatunde Rabiu , Samuel Ogunjo

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

Modeling precipitation and its accumulation over time and space is essential for flood risk assessment. In this paper, we analyze rainfall data collected over several years through a micro-scale precipitation sensor network in Montpellier,…

Applications · Statistics 2026-04-23 Chloé Serre-Combe , Nicolas Meyer , Thomas Opitz , Gwladys Toulemonde

Statistical methods for inference on spatial extremes of large datasets are yet to be developed. Motivated by standard dimension reduction techniques used in spatial statistics, we propose an approach based on empirical basis functions to…

Methodology · Statistics 2018-08-02 Samuel A. Morris , Brian J. Reich , Emeric Thibaud

Extreme precipitation shows non-stationary behavior over time, but also with respect to other large-scale variables. While this effect is often neglected, we propose a model including the influence of North Atlantic Oscillation, time,…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Felix S. Fauer , Henning W. Rust

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

Most climate trend studies analyze long-term trends as a proxy for climate dynamics. However, when examining seasonal data, it is unrealistic to assume that long-term trends remain consistent across all seasons. Instead, each season likely…

Applications · Statistics 2025-12-04 Jaechoul Lee , Mintaek Lee , Thea Sukianto

Regularly varying space-time processes have proved useful to study extremal dependence in space-time data. We propose a semiparametric estimation procedure based on a closed form expression of the extremogram to estimate parametric models…

Methodology · Statistics 2018-07-17 Sven Buhl , Richard A. Davis , Claudia Klüppelberg , Christina Steinkohl

Motivated by the EVA 2025 Data Challenge, we address the problem of predicting extreme rainfall in the eastern United States using data from a large ensemble of climate model runs. The challenge focuses on three quantities of interest…

Methodology · Statistics 2026-03-20 Ryan Campbell , Kristina Grolmusova , Lydia Kakampakou , Jeongjin Lee

The extremogram, proposed by Davis and Mikosch (2008), is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice…

Statistics Theory · Mathematics 2015-06-09 Yongbum Cho , Richard A. Davis , Souvik Ghosh

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

The hazard of pluvial flooding is largely influenced by the spatial and temporal dependence characteristics of precipitation. When extreme precipitation possesses strong spatial dependence, the risk of flooding is amplified due to catchment…

Applications · Statistics 2020-08-03 Gregory P. Bopp , Benjamin A. Shaby , Chris E. Forest , Alfonso Mejía
‹ Prev 1 2 3 10 Next ›