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stat.ME2026
Transformed Linear Prediction for Extremes
Jeongjin Lee, Daniel Cooley
We address the problem of prediction for extreme observations by proposing an extremal linear prediction method. We construct an inner product space of nonnegative random variables…
stat.ME2025
Semiparametric Estimation of the Shape of the Limiting Bivariate Point Cloud
Reetam Majumder, Benjamin A. Shaby, Brian J. Reich +1
We propose a model to flexibly estimate joint tail properties by exploiting the convergence of an appropriately scaled point cloud onto a compact limit set. Characteristics of the…