Local likelihood estimation of complex tail dependence structures, applied to US precipitation extremes
D Castro-Camilo, R Huser - Journal of the American Statistical …, 2020 - Taylor & Francis
To disentangle the complex nonstationary dependence structure of precipitation extremes
over the entire contiguous United States (US), we propose a flexible local approach based …
over the entire contiguous United States (US), we propose a flexible local approach based …
Nonparametric spatial models for extremes: Application to extreme temperature data
Estimating the probability of extreme temperature events is difficult because of limited
records across time and the need to extrapolate the distributions of these events, as …
records across time and the need to extrapolate the distributions of these events, as …
[图书][B] Methods of tail dependence estimation
Abstract Characterization and quantification of climate extremes and their dependencies are
fundamental to the studying of natural hazards. This chapter reviews various parametric and …
fundamental to the studying of natural hazards. This chapter reviews various parametric and …
A hierarchical max-infinitely divisible spatial model for extreme precipitation
GP Bopp, BA Shaby, R Huser - Journal of the American Statistical …, 2021 - Taylor & Francis
Understanding the spatial extent of extreme precipitation is necessary for determining flood
risk and adequately designing infrastructure (eg, stormwater pipes) to withstand such …
risk and adequately designing infrastructure (eg, stormwater pipes) to withstand such …
Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures
Gaussian scale mixtures are constructed as Gaussian processes with a random variance.
They have non-Gaussian marginals and can exhibit asymptotic dependence unlike …
They have non-Gaussian marginals and can exhibit asymptotic dependence unlike …
Upper tail dependence in rainfall extremes: would we know it if we saw it?
F Serinaldi, A Bárdossy, CG Kilsby - Stochastic environmental research …, 2015 - Springer
The simultaneous occurrence of extreme events, such as simultaneous storms and floods at
different locations, has a serious impact on risk assessment and mitigation strategies. The …
different locations, has a serious impact on risk assessment and mitigation strategies. The …
[HTML][HTML] Estimating concurrent climate extremes: A conditional approach
WK Huang, AH Monahan, FW Zwiers - Weather and Climate Extremes, 2021 - Elsevier
Simultaneous concurrence of extreme values across multiple climate variables can result in
large societal and environmental impacts. Therefore, there is growing interest in …
large societal and environmental impacts. Therefore, there is growing interest in …
A spatial Markov model for climate extremes
BJ Reich, BA Shaby - Journal of Computational and Graphical …, 2019 - Taylor & Francis
Spatial climate data are often presented as summaries of areal regions such as grid cells,
either because they are the output of numerical climate models or to facilitate comparison …
either because they are the output of numerical climate models or to facilitate comparison …
Spatial Bayesian hierarchical modeling of precipitation extremes over a large domain
We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the
data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is …
data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is …
High-dimensional peaks-over-threshold inference
R de Fondeville, AC Davison - Biometrika, 2018 - academic.oup.com
Max-stable processes are increasingly widely used for modelling complex extreme events,
but existing fitting methods are computationally demanding, limiting applications to a few …
but existing fitting methods are computationally demanding, limiting applications to a few …