相关论文: Modelling non-stationary extremes of storm severit…

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…

Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events. A common approach to event attribution uses…

Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…

Conventional methods for extreme event estimation rely on well-chosen parametric models asymptotically justified from extreme value theory (EVT). These methods, while powerful and theoretically grounded, could however encounter a difficult…

Capturing the dependence structure of multivariate extreme events is a major concern in many fields involving the management of risks stemming from multiple sources, e.g. portfolio monitoring, insurance, environmental risk management and…

Data derived from remote sensing or numerical simulations often have a regular gridded structure and are large in volume, making it challenging to find accurate spatial models that can fill in missing grid cells or simulate the process…

The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection…

To disentangle the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework…

The regular variation model for multivariate extremes decomposes the joint distribution of the extremes in polar coordinates in terms of the angles and the norm of the random vector as the product of two independent densities: the angular…

Extratropical cyclones are large-scale weather systems which are often the source of extreme weather events in Northern Europe, often leading to mass infrastructural damage and casualties. Such systems create a local vorticity maxima which…

Appropriate modelling of extreme skew surges is crucial, particularly for coastal risk management. Our study focuses on modelling extreme skew surges along the French Atlantic coast, with a particular emphasis on investigating the extremal…

Estimating the parameters of max-stable parametric models poses significant challenges, particularly when some parameters lie on the boundary of the parameter space. This situation arises when a subset of variables exhibits extreme values…

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…

Climate extremes such as floods, storms, and heatwaves have caused severe economic and human losses across Europe in recent decades. To support the European Union's climate resilience efforts, we propose a statistical framework for…

Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…

Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the…

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…

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Coastal flooding drives considerable risks to many communities, but projections of future flood risks are deeply uncertain. The paucity of observations of extreme events often motivates the use of statistical approaches to model the…

Simultaneous occurrences of extreme events need not imply symmetric or reciprocal tail dependence. However, most existing measures of extremal dependence are inherently symmetric and hence often fail to capture directional influence in tail…