English
Related papers

Related papers: Environmental extreme risk modeling via sub-sampli…

200 papers

In extreme value statistics for stationary sequences, blocks estimators are usually constructed by using disjoint blocks because exceedances over high thresholds of different blocks can be assumed asymptotically independent. In this paper…

Statistics Theory · Mathematics 2008-12-23 Christian Y. Robert , Johan Segers , Christopher A. T. Ferro

This paper introduces a sophisticated and adaptable framework combining extreme value theory with radio maps to spatially model extreme channel conditions accurately. Utilising existing signal-to-noise ratio (SNR) measurements and…

Networking and Internet Architecture · Computer Science 2024-04-09 Dian Echevarría Pérez , Onel L. Alcaraz López , Hirley Alves

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Methodology · Statistics 2020-03-12 Enkelejd Hashorva , Simone A. Padoan , Stefano Rizzelli

Intense precipitation events are commonly known to be associated with an increased risk of flooding. As a result of the societal and infrastructural risks linked with flooding, extremes of precipitation require careful modelling. Extreme…

Applications · Statistics 2017-10-06 Paul Sharkey , Hugo C. Winter

This paper addresses maximum likelihood (ML) estimation based model fitting in the context of extrasolar planet detection. This problem is featured by the following properties: 1) the candidate models under consideration are highly…

Methodology · Statistics 2017-07-24 Bin Liu , Ke-Jia Chen

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…

Data Analysis, Statistics and Probability · Physics 2020-06-15 Tony E. Wong , Travis Torline , Mingxuan Zhang

Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to the case of spatial modelling and examine their efficacy at…

Methodology · Statistics 2026-02-20 Lydia Kakampakou , Jennifer L. Wadsworth

Statistical methods are proposed to select homogeneous locations when analyzing spatial block maxima data, such as in extreme event attribution studies. The methods are based on classical hypothesis testing using Wald-type test statistics,…

Methodology · Statistics 2023-01-18 Leandra Zanger , Axel Bücher , Frank Kreienkamp , Philip Lorenz , Jordis Tradowsky

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

The coarse spatial resolution of gridded climate models, such as general circulation models, limits their direct use in projecting socially relevant variables like extreme precipitation. Most downscaling methods estimate the conditional…

Atmospheric and Oceanic Physics · Physics 2026-01-06 Louise Largeau , Tom Beucler , David Leutwyler , Gregoire Mariethoz , Valerie Chavez-Demoulin , Erwan Koch

Assessing climate risk and its potential impacts on our cities and economies is of fundamental importance. Extreme weather events, such as hurricanes, floods, and storm surges can lead to catastrophic damages. We propose a flexible approach…

Risk Management · Quantitative Finance 2024-02-06 Chi Truong , Matteo Malavasi , Han Li , Stefan Trueck , Pavel V. Shevchenko

In this paper, we have considered a Block-Basu type bivariate Pareto distribution. Here in the standard manner, first Marshall-Olkin type singular bivariate distribution has been constructed, and then by taking away the singular component…

Computation · Statistics 2023-01-18 Biplab Paul , Arabin Kumar Dey

The extremal index parameter theta characterizes the degree of local dependence in the extremes of a stationary time series and has important applications in a number of areas, such as hydrology, telecommunications, finance and…

Methodology · Statistics 2010-05-25 Kamal Hamidieh , Stilian A. Stoev , George Michailidis

Various natural phenomena exhibit spatial extremal dependence at short spatial distances. However, existing models proposed in the spatial extremes literature often assume that extremal dependence persists across the entire domain. This is…

Methodology · Statistics 2024-05-01 Arnab Hazra , Raphaël Huser , David Bolin

Extreme value applications commonly employ regression techniques to capture cross-sectional heterogeneity or time-variation in the data. Estimation of the parameters of an extreme value regression model is notoriously challenging due to the…

Methodology · Statistics 2022-05-12 Debbie J. Dupuis , Sebastian Engelke , Luca Trapin

Although most models for rainfall extremes focus on point-wise values, it is aggregated precipitation over areas up to river catchment scale that is of the most interest. To capture the joint behaviour of precipitation aggregates evaluated…

Applications · Statistics 2023-01-03 Jordan Richards , Jonathan A. Tawn , Simon Brown

We consider the problem of determining the optimal block (or subsample) size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance…

Statistics Theory · Mathematics 2007-06-13 Daniel J. Nordman , Soumendra N. Lahiri

We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time series are often driven by the same underlying factors, such…

Statistics Theory · Mathematics 2020-03-24 Joni Virta , Niko Lietzén , Lauri Viitasaari , Pauliina Ilmonen

Profile likelihood intervals of large quantiles in Extreme Value distributions provide a good way to estimate these parameters of interest since they take into account the asymmetry of the likelihood surface in the case of small and…

Applications · Statistics 2010-05-21 A. Bolívar , E. Díaz-Francés , J. Ortega , E. Vilchis
‹ Prev 1 4 5 6 7 8 10 Next ›