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math.ST2020
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…
math.ST2018
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…