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Statistical Modeling of Spatial Extremes [PDF]
Statistical Science, 2012 The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection.
Davison, A. C. +2 more
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Statistics of extremes under random censoring [PDF]
Bernoulli, 2008 We investigate the estimation of the extreme value index when the data are subject to random censorship. We prove, in a unified way, detailed asymptotic normality results for various estimators of the extreme value index and use these estimators as the ...
Einmahl, John H. J. +2 more
core +11 more sources
Statistics of Local Extremes [PDF]
, 2003 The gust events described in the IEC-standard are formulated as coherent gusts of an inherent deterministic character, whereas the gusts experienced in real situation are of a stochastic nature with a limited spatial extension. This conceptual differencemay cause substantial differences in the load patterns of a wind turbine when a gust event is ...
Bierbooms, W. +2 more
core +2 more sources
Statistics of Heteroscedastic Extremes [PDF]
SSRN Electronic Journal, 2014 SummaryWe extend classical extreme value theory to non-identically distributed observations. When the tails of the distribution are proportional much of extreme value statistics remains valid. The proportionality function for the tails can be estimated non-parametrically along with the (common) extreme value index.
Einmahl, J.H.J. +2 more
openaire +4 more sources
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [PDF]
, 2012 Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].Comment: Published in at http://dx.doi.org/10.1214/12-STS376B the Statistical Science (http://www.imstat.org/sts/) by the Institute
Gabda, Darmesah +3 more
core +5 more sources
The near-extreme density of intraday log-returns [PDF]
, 2011 The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.
Chakraborti, Anirban +2 more
core +5 more sources
Near-Extreme Statistics of Brownian Motion [PDF]
Physical Review Letters, 2013 5 pages, 2 ...
Perret, Anthony +3 more
openaire +4 more sources
Downscaling extremes: A comparison of extreme value distributions in point-source and gridded precipitation data [PDF]
, 2010 There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warming becomes more intense.
Cooley, Daniel +4 more
core +4 more sources
Quantifying extreme behaviour in geomagnetic activity [PDF]
, 2011 Understanding the extremes in geomagnetic activity is an important component in understanding just how severe conditions can become in the terrestrial space environment. Extreme activity also has consequences for technological systems.
Alan W. P. Thomson +18 more
core +1 more source
Statistics of Extremes in Eigenvalue-Counting Staircases [PDF]
Physical Review Letters, 2020 Main text: 7 pages, Supp. Mat. 7 pages. 4 figures. Misprint corrected, references added, main text shortened, Supp.
Fyodorov, Yan V., Le Doussal, Pierre
openaire +3 more sources