26 citations · 66 across the 8 of their papers we have counts for
10 papers
A hybrid-Hill estimator enabled by heavy-tailed block maxima
Claudia Neves, Chang Xu
When analysing extreme values, two alternative statistical approaches have historically been held in contention: the block maxima method (or annual maxima method, spurred by hydrol…
Nonparametric quantile regression for spatio-temporal processes
Soudeep Deb, Claudia Neves, Subhrajyoty Roy
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. Thi…
Reduced-bias estimation of the residual dependence index with unnamed marginals
Jennifer Israelsson, Emily Black, Claudia Neves +1
This paper addresses important weaknesses in current methodology for the estimation of multivariate extreme event distributions. The estimation of the residual dependence index $η\…
Modelling non-stationary extremes of storm severity: a tale of two approaches
Evandro Konzen, Claudia Neves, Philip Jonathan
Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that ma…
Spatial dependence and space-time trend in extreme events
John H. J. Einmahl, Ana Ferreira, Laurens de Haan +2
The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis…
Tilting maximum Lq-Likelihood estimation for extreme values drawing on block maxima
Christopher Jeffree, Cláudia Neves
One of the most common anticipated difficulties in applying mainstream maximum likelihood inference upon extreme values is articulated on the scarcity of extreme observations for b…
Estimating space-time trend and dependence of heavy rainfall
Ana Ferreira, Petra Friederichs, Laurens de Haan +2
A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a t…
A general estimator for the right endpoint - with an application to supercentenarian women's records
Isabel Fraga Alves, Cláudia Neves, Pedro Rosário
We extend the setting of the right endpoint estimator introduced in Fraga Alves and Neves (Statist. Sinica 24:1811--1835, 2014) to the broader class of light-tailed distributions w…
Estimation of the finite right endpoint in the Gumbel domain
Isabel Fraga Alves, Cláudia Neves
A simple estimator for the finite right endpoint of a distribution function in the Gumbel max-domain of attraction is proposed. Large sample properties such as consistency and the…
On tail trend detection: modeling relative risk
Laurens de Haan, Albert Klein Tank, Cláudia Neves
The climate change dispute is about changes over time of environmental characteristics (such as rainfall). Some people say that a possible change is not so much in the mean but rat…