Advances in statistical modeling of spatial extremes
R Huser, JL Wadsworth - Wiley Interdisciplinary Reviews …, 2022 - Wiley Online Library
The classical modeling of spatial extremes relies on asymptotic models (ie, max‐stable or r‐
Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at …
Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at …
A modeler's guide to extreme value software
This review paper surveys recent development in software implementations for extreme
value analyses since the publication of Stephenson and Gilleland (Extremes 8: 87–109,) …
value analyses since the publication of Stephenson and Gilleland (Extremes 8: 87–109,) …
Spatial extremes
The health consequences of climate variability and change are diverse, potentially affecting
the burden of a wide range of health outcomes, including illnesses and deaths related to …
the burden of a wide range of health outcomes, including illnesses and deaths related to …
Graphical models for infinite measures with applications to extremes and L\'evy processes
Conditional independence and graphical models are well studied for probability
distributions on product spaces. We propose a new notion of conditional independence for …
distributions on product spaces. We propose a new notion of conditional independence for …
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 …
A hierarchical max-infinitely divisible spatial model for extreme precipitation
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 …
Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
E Di Bernardino, A Estrade, T Opitz - Extremes, 2024 - Springer
Geometric properties of exceedance regions above a given quantile level provide
meaningful theoretical and statistical characterizations for stochastic processes defined on …
meaningful theoretical and statistical characterizations for stochastic processes defined on …
Approximate Bayesian inference for analysis of spatiotemporal flood frequency data
We first provide further details on the statistical model fitted in our application and on the
approximate Bayesian inference scheme that we used. In particular, we demonstrate the …
approximate Bayesian inference scheme that we used. In particular, we demonstrate the …
Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
We provide further results in our simulation study for alternative parameter settings, and also
provide further details and simulation results on the performance of our proposed parametric …
provide further details and simulation results on the performance of our proposed parametric …
Bayesian model averaging over tree-based dependence structures for multivariate extremes
Describing the complex dependence structure of extreme phenomena is particularly
challenging. To tackle this issue, we develop a novel statistical method that describes …
challenging. To tackle this issue, we develop a novel statistical method that describes …