Extreme Dependence Models

BOOK CHAPTER published 6 January 2016 in Extreme Value Modeling and Risk Analysis

A modeler’s guide to extreme value software

JOURNAL ARTICLE published December 2023 in Extremes

Research funded by NSERC (RGPIN-2022-05001) | NSERC (DGECR-2022-00461)

Authors: Léo R. Belzile | Christophe Dutang | Paul J. Northrop | Thomas Opitz

Inference for New Environmental Contours Using Extreme Value Analysis

JOURNAL ARTICLE published 18 March 2024 in Journal of Agricultural, Biological and Environmental Statistics

Authors: Emma S. Simpson | Jonathan A. Tawn

Extreme value modelling of laboratory safety data from clinical studies

JOURNAL ARTICLE published September 2012 in Pharmaceutical Statistics

Authors: Harry Southworth | Janet E. Heffernan

Remark on rates of convergence to extreme value distributions via the Stein equations

JOURNAL ARTICLE published September 2020 in Extremes

Research funded by the ISM Cooperative Research Program (2017 ISM-CRP-5011)

Authors: Hideaki Kusumoto | Atsushi Takeuchi

Threshold Modeling of Nonstationary Extremes

BOOK CHAPTER published 6 January 2016 in Extreme Value Modeling and Risk Analysis

Mass distributions of two-dimensional extreme-value copulas and related results

JOURNAL ARTICLE published September 2016 in Extremes

Authors: Wolfgang Trutschnig | Manuela Schreyer | Juan Fernández-Sánchez

Generalized pareto regression trees for extreme event analysis

JOURNAL ARTICLE published 23 March 2024 in Extremes

Authors: Sébastien Farkas | Antoine Heranval | Olivier Lopez | Maud Thomas

Bias correction in extreme value statistics with index around zero

JOURNAL ARTICLE published June 2013 in Extremes

Authors: Juan-Juan Cai | Laurens de Haan | Chen Zhou

Practical Extreme Value Modelling of Hydrological Floods and Droughts: A Case Study

JOURNAL ARTICLE published March 2004 in Extremes

Authors: Kolbj�rn Engeland | Hege Hisdal | Arnoldo Frigessi

Using B-splines for nonparametric inference on bivariate extreme-value copulas

JOURNAL ARTICLE published December 2014 in Extremes

Authors: Eric Cormier | Christian Genest | Johanna G. Nešlehová

Aggregation of Spatial Extremes

POSTED CONTENT published

Authors: Jordan Richards | Jonathan Tawn

The MELBS team winning entry for the EVA2017 competition for spatiotemporal prediction of extreme rainfall using generalized extreme value quantiles

JOURNAL ARTICLE published September 2018 in Extremes

Authors: Alec G. Stephenson | Kate Saunders | Laleh Tafakori

Extreme value copula estimation based on block maxima of a multivariate stationary time series

JOURNAL ARTICLE published September 2014 in Extremes

Authors: Axel Bücher | Johan Segers

Are extreme value estimation methods useful for network data?

JOURNAL ARTICLE published March 2020 in Extremes

Research funded by U.S. Army MURI (W911NF-12-1-0385)

Authors: Phyllis Wan | Tiandong Wang | Richard A. Davis | Sidney I. Resnick

Modelling Extremes Using Approximate Bayesian Computation

BOOK CHAPTER published 6 January 2016 in Extreme Value Modeling and Risk Analysis

Extreme value theory for spatial random fields – with application to a Lévy-driven field

JOURNAL ARTICLE published December 2021 in Extremes

Authors: Mads Stehr | Anders Rønn-Nielsen

Modelling multivariate extreme value distributions

JOURNAL ARTICLE published 1990 in Biometrika

Authors: JONATHAN A. TAWN

New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

JOURNAL ARTICLE published June 2014 in Extremes

Authors: Julien Worms | Rym Worms

Seasonal effects of extreme surges

JOURNAL ARTICLE published December 2005 in Stochastic Environmental Research and Risk Assessment

Authors: Stuart Coles | Jonathan Tawn