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math.ST2023
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…
math.ST2023
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…