Extreme value inference for heterogeneous power law data
JHJ Einmahl, Y He - The Annals of Statistics, 2023 - projecteuclid.org
Extreme value inference for heterogeneous power law data Page 1 The Annals of Statistics
2023, Vol. 51, No. 3, 1331–1356 https://doi.org/10.1214/23-AOS2294 © Institute of …
2023, Vol. 51, No. 3, 1331–1356 https://doi.org/10.1214/23-AOS2294 © Institute of …
Performance analysis of sensing-based extreme value models for urban air pollution peaks
A Barthwal, D Acharya - Modeling Earth Systems and Environment, 2022 - Springer
Several metropolis in Asia are high pollutant concentration regions and urban population in
these regions frequently experience events of extremely poor levels of air quality. We …
these regions frequently experience events of extremely poor levels of air quality. We …
Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
The Peaks Over Threshold (POT) method is the most popular statistical method for the
analysis of univariate extremes. Even though there is a rich applied literature on Bayesian …
analysis of univariate extremes. Even though there is a rich applied literature on Bayesian …
Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity
Understanding and modeling the determinants of extreme hourly rainfall intensity is of
utmost importance for the management of flash-flood risk. Increasing evidence shows that …
utmost importance for the management of flash-flood risk. Increasing evidence shows that …
Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks
J Hambuckers, M Kratz, A Usseglio-Carleve - arXiv preprint arXiv …, 2023 - arxiv.org
We introduce a method to estimate simultaneously the tail and the threshold parameters of
an extreme value regression model. This standard model finds its use in finance to assess …
an extreme value regression model. This standard model finds its use in finance to assess …
[PDF][PDF] Extreme Value Inference for General Heterogeneous Data
J Einmahl, Y He - 2022 - research.tilburguniversity.edu
We extend extreme value statistics to independent data with possibly very different
distributions. In particular, we present novel asymptotic normality results for the Hill …
distributions. In particular, we present novel asymptotic normality results for the Hill …
Extreme Limit Theory of Competing Risks under Power Normalization
K Hu, K Wang, C Constantinescu, Z Zhang… - arXiv preprint arXiv …, 2023 - arxiv.org
Advanced science and technology provide a wealth of big data from different sources for
extreme value analysis. Classic extreme value theory was extended to obtain an …
extreme value analysis. Classic extreme value theory was extended to obtain an …
[PDF][PDF] Binary Outcome Models with Extreme Covariates: Estimation and Prediction
L Liu, Y Wang - 2024 - laurayuliu.com
This paper presents a novel semiparametric method to study the effects of extreme events
on binary outcomes and forecast future outcomes, which is particularly relevant given the …
on binary outcomes and forecast future outcomes, which is particularly relevant given the …
Tail Classification using Non-Linear Regression on Tail Model Plots
J Beirlant, M Bladt - 2023 - researchsquare.com
Selecting an appropriate statistical model is a crucial initial step in various statistical
analyses, particularly when estimating extreme values. Empirical plots, such as Pareto, log …
analyses, particularly when estimating extreme values. Empirical plots, such as Pareto, log …