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Extreme values modeling has attracting the attention of researchers in diverse areas such as the environment, engineering, or finance. Multivariate extreme value distributions are particularly suitable to model the tails of multidimensional…

Statistics Theory · Mathematics 2017-01-16 Helena Ferreira , Marta Ferreira

Precipitation is one of the most important meteorological variables for defining the climate dynamics, but the spatial patterns of precipitation have not been fully investigated yet. The complex network theory, which provides a robust tool…

Atmospheric and Oceanic Physics · Physics 2013-08-22 Stefania Scarsoglio , Francesco Laio , Luca Ridolfi

A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given,…

Methodology · Statistics 2017-07-17 Ana Ferreira , Petra Friederichs , Laurens de Haan , Cláudia Neves , Martin Schlather

The approaches, based on the negative binomial model for the distribution of duration of the wet periods measured in days, are proposed to the definition of extreme precipitation. This model demonstrates excellent fit with real data and…

Methodology · Statistics 2018-11-30 V. Yu. Korolev , A. K. Gorshenin , K. P. Belyaev

Accurately estimating high quantiles beyond the largest observed value is crucial for risk assessment and devising effective adaptation strategies to prevent a greater disaster. The generalized extreme value distribution is widely used for…

Methodology · Statistics 2026-02-24 Yonggwan Shin , Yire Shin , Jeong-Soo Park

This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…

Applications · Statistics 2019-07-31 Amy L Wilson , Stan Zachary

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

Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…

Applications · Statistics 2022-02-16 Evandro Konzen , Claudia Neves , Philip Jonathan

Extreme weather events pose significant challenges, thereby demanding techniques for accurate analysis and precise forecasting to mitigate its impact. In recent years, deep learning techniques have emerged as a promising approach for…

Atmospheric and Oceanic Physics · Physics 2023-08-23 Shikha Verma , Kuldeep Srivastava , Akhilesh Tiwari , Shekhar Verma

Numerical climate models are complex and combine a large number of physical processes. They are key tools in quantifying the relative contribution of potential anthropogenic causes (e.g., the current increase in greenhouse gases) on high…

Applications · Statistics 2020-05-19 Anna Kiriliouk , Philippe Naveau

We study the spatio-temporal features of extremal sub-daily precipitation data over the Piave river basin in northeast Italy using a rich database of observed hourly rainfall. Empirical evidence suggests that both the marginal and…

Applications · Statistics 2025-11-26 Dáire Healy , Ilaria Prosdocimi , Isadora Antoniano-Villalobos

Extreme precipitation wreaks havoc throughout the world, causing billions of dollars in damage and uprooting communities, ecosystems, and economies. Accurate extreme precipitation prediction allows more time for preparation and disaster…

Machine Learning · Computer Science 2022-02-01 Weichen Huang

Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the temporal and multivariate nature of extreme rainfall are…

Methodology · Statistics 2022-05-13 Gloria Buriticá , Philippe Naveau

We investigate the influence of time-varying meteoceanic conditions on coastal flooding under the prism of rare events. Focusing on conditions observed over half tidal cycles, we observe that such data fall within the framework of…

Applications · Statistics 2025-08-21 Nathan Gorse , Olivier Roustant , Jérémy Rohmer , Déborah Idier

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

Extreme precipitation events with large spatial extents may have more severe impacts than localized events as they can lead to widespread flooding. It is debated how climate change may affect the spatial extent of precipitation extremes,…

Methodology · Statistics 2022-12-07 Peng Zhong , Manuela Brunner , Thomas Opitz , Raphaël Huser

Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on Gaussian distributions focus on average behaviour and can…

Applications · Statistics 2023-11-01 Michele Nguyen , Almut E. D. Veraart , Benoit Taisne , Tan Chiou Ting , David Lallemant

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

The spatial modeling of extreme snow is important for adequate risk management in Alpine and high altitude countries. A natural approach to such modeling is through the theory of max-stable processes, an infinite-dimensional extension of…

Applications · Statistics 2011-12-01 Juliette Blanchet , Anthony C. Davison

We develop methods, based on extreme value theory, for analysing observations in the tails of longitudinal data, i.e., a data set consisting of a large number of short time series, which are typically irregularly and non-simultaneously…

Methodology · Statistics 2025-04-10 Jess Spearing , Jonathan Tawn , David Irons , Tim Paulden