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 …

Nonparametric spatial models for extremes: Application to extreme temperature data

M Fuentes, J Henry, B Reich - Extremes, 2013 - Springer
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 …

[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 …

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 …

Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures

R Huser, T Opitz, E Thibaud - Spatial Statistics, 2017 - Elsevier
Gaussian scale mixtures are constructed as Gaussian processes with a random variance.
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 …

[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 …

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 …

Spatial Bayesian hierarchical modeling of precipitation extremes over a large domain

C Bracken, B Rajagopalan, L Cheng… - Water Resources …, 2016 - Wiley Online Library
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 …

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 …