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On the spatial extent of extreme threshold exceedances
Ryan Cotsakis, Elena Di Bernardino, Thomas Opitz
We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on . Conditioned on exceedance of a high thresho…
Assessing the size of spatial extreme events using local coefficients based on excursion sets
Ryan Cotsakis, Elena Di Bernardino, Thomas Opitz
Extreme events arising in georeferenced processes can take various forms, such as occurring in isolated patches or stretching contiguously over large areas, and can further vary wi…
Estimation of extreme -multivariate expectiles with functional covariates
Elena Di Bernardino, Thomas Laloë, Cambyse Pakzad
The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible…