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We introduce a trimmed version of the Hill estimator for the index of a heavy-tailed distribution, which is robust to perturbations in the extreme order statistics. In the ideal Pareto setting, the estimator is essentially finite-sample…

Methodology · Statistics 2017-11-15 Shrijita Bhattacharya , Michael Kallitsis , Stilian Stoev

Assessing and managing risks in a changing climate requires projections that account for decision-relevant uncertainties. These deep uncertainties are often approximated by ensembles of Earth-system model runs that sample only a subset of…

Atmospheric and Oceanic Physics · Physics 2017-10-31 Gregory G. Garner , Klaus Keller

The extreme value theory is very popular in applied sciences including Finance, economics, hydrology and many other disciplines. In univariate extreme value theory, we model the data by a suitable distribution from the general max-domain of…

Methodology · Statistics 2019-05-09 Abhik Ghosh

A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…

Data Analysis, Statistics and Probability · Physics 2009-05-20 Éva Rácz , János Kertész , Zoltán Eisler

Climate change is a non-uniform phenomenon. This paper proposes a new quantitative methodology to characterize, measure, and test the existence of climate change heterogeneity. It consists of three steps. First, we introduce a new testable…

Econometrics · Economics 2023-01-09 Maria Dolores Gadea , Jesus Gonzalo

The Hill estimator is often used to infer the power behavior in tails of experimental distribution functions. This estimator is known to produce bad results in certain situations which have lead to the so-called Hill horror plots. In this…

Statistics Theory · Mathematics 2010-07-27 Jean Nuyts

A tail empirical process for heavy-tailed and right-censored data is introduced and its Gaussian approximation is established. In this context, a (weighted) new Hill-type estimator for positive extreme value index is proposed and its…

Statistics Theory · Mathematics 2018-02-06 Brahim Brahimi , Djamel Meraghni , Abdelhakim Necir , Louiza Soltane

It is often known, from modelling studies, that a certain mode of climate tipping (of the oceanic thermohaline circulation, for example) is governed by an underlying fold bifurcation. For such a case we present a scheme of analysis that…

Dynamical Systems · Mathematics 2010-12-15 J. M. T. Thompson , Jan Sieber

A new estimator is proposed for estimating the tail exponent of a heavy-tailed distribution. This estimator, referred to as the layered Hill estimator, is a generalization of the traditional Hill estimator, building upon a layered structure…

Statistics Theory · Mathematics 2026-04-20 Taegyu Kang , Takashi Owada

Prediction of climate tipping is challenging due to the lack of recent observation of actual climate tipping. Despite many previous efforts to accurately predict the existence and timing of climate tippings under specific climate scenarios,…

Atmospheric and Oceanic Physics · Physics 2024-07-01 Amane Kubo , Yohei Sawada

We consider removing lower order statistics from the classical Hill estimator in extreme value statistics, and compensating for it by rescaling the remaining terms. Trajectories of these trimmed statistics as a function of the extent of…

Methodology · Statistics 2020-06-30 Martin Bladt , Hansjoerg Albrecher , Jan Beirlant

Climate sensitivity is defined as the change in global mean equilibrium temperature after a doubling of atmospheric CO2 concentration and provides a simple measure of global warming. An early estimate of climate sensitivity, 1.5-4.5{\deg}C,…

Atmospheric and Oceanic Physics · Physics 2012-04-24 Tamsin L. Edwards , Michel Crucifix , Sandy P. Harrison

The quantification of the interannual component of variability in climatological time series is essential for the assessment and prediction of the El Ni\~{n}o - Southern Oscillation phenomenon. This is achieved by estimating the deviation…

Applications · Statistics 2025-11-14 Tommaso Proietti , Alessandro Giovannelli

Anthropogenic influences have been linked to tropical cyclone (TC) poleward migration, TC extreme precipitation, and an increased proportion of major hurricanes [1, 2, 3, 4]. Understanding past TC trends and variability is critical for…

Atmospheric and Oceanic Physics · Physics 2024-02-02 Buo-Fu Chen , Boyo Chen , Chun-Min Hsiao , Hsu-Feng Teng , Cheng-Shang Lee , Hung-Chi Kuo

Climate change is a reality of today. Paleoclimatic proxies and climate predictions based on coupled atmosphere-ocean general circulation models provide us with temperature data. Using Detrended Fluctuation Analysis, we are investigating…

Atmospheric and Oceanic Physics · Physics 2008-03-05 Bora Akgun , Zeynep Isvan , Levent Tuter , Mehmet Levent Kurnaz

Vital parts of the climate system, such as the West Antarctic Ice Sheet, are at risk even within the aspired aims of the Paris Agreement to limit global temperature rise to 1.5 -- 2{\deg}C. These so-called natural tipping elements are…

Numerical climate models are used to project future climate change due to both anthropogenic and natural causes. Differences between projections from different climate models are a major source of uncertainty about future climate. Emergent…

Applications · Statistics 2020-02-06 Philip G. Sansom , David B. Stephenson , Thomas J. Bracegirdle

Global climate warming poses a significant challenge to humanity; it is associated with, e.g., rising sea level and declining Arctic sea ice. Increasing extreme events are also considered to be a result of climate…

Physics and Society · Physics 2019-01-23 Jingfang Fan , Jun Meng , Yosef Ashkenazy , Shlomo Havlin , Hans Joachim Schellnhuber

In this paper we develop a novel inferential approach based on geometric records for estimating the tail index of heavy-tailed distributions. We construct a maximum likelihood estimator for the Pareto model and establish its strong…

Statistics Theory · Mathematics 2026-04-30 Martín Alcalde , Raúl Gouet , Miguel Lafuente , F. Javier López , Gerardo Sanz

We assess empirical models in climate econometrics using modern statistical learning techniques. Existing approaches are prone to outliers, ignore sample dependencies, and lack principled model selection. To address these issues, we…

Applications · Statistics 2025-05-26 Christof Schötz , Jan Hassel , Christian Otto
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