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 …
Sparse structures for multivariate extremes
Extreme value statistics provides accurate estimates for the small occurrence probabilities of
rare events. While theory and statistical tools for univariate extremes are well developed …
rare events. While theory and statistical tools for univariate extremes are well developed …
Total positivity in multivariate extremes
Total positivity in multivariate extremes Page 1 The Annals of Statistics 2023, Vol. 51, No. 3,
962–1004 https://doi.org/10.1214/23-AOS2272 © Institute of Mathematical Statistics, 2023 …
962–1004 https://doi.org/10.1214/23-AOS2272 © Institute of Mathematical Statistics, 2023 …
Efficient modeling of spatial extremes over large geographical domains
Various natural phenomena exhibit spatial extremal dependence at short spatial distances.
However, existing models proposed in the spatial extremes literature often assume that …
However, existing models proposed in the spatial extremes literature often assume that …
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 …
Joint modelling of landslide counts and sizes using spatial marked point processes with sub-asymptotic mark distributions
To accurately quantify landslide hazard in a region of Turkey, we develop new marked point-
process models within a Bayesian hierarchical framework for the joint prediction of landslide …
process models within a Bayesian hierarchical framework for the joint prediction of landslide …
Linking representations for multivariate extremes via a limit set
N Nolde, JL Wadsworth - Advances in Applied Probability, 2022 - cambridge.org
The study of multivariate extremes is dominated by multivariate regular variation, although it
is well known that this approach does not provide adequate distinction between random …
is well known that this approach does not provide adequate distinction between random …
Modeling spatial extremes using normal mean-variance mixtures
Classical models for multivariate or spatial extremes are mainly based upon the
asymptotically justified max-stable or generalized Pareto processes. These models are …
asymptotically justified max-stable or generalized Pareto processes. These models are …
Hierarchical transformed scale mixtures for flexible modeling of spatial extremes on datasets with many locations
Flexible spatial models that allow transitions between tail dependence classes have recently
appeared in the literature. However, inference for these models is computationally …
appeared in the literature. However, inference for these models is computationally …
Realistic and fast modeling of spatial extremes over large geographical domains
Various natural phenomena exhibit spatial extremal dependence at short distances only,
while it usually vanishes as the distance between sites increases arbitrarily. However …
while it usually vanishes as the distance between sites increases arbitrarily. However …