10 citations · 10 across the 1 of their papers we have counts for
3 papers
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…