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stat.ME2025
Conditional Extremes with Graphical Models
Aiden Farrell, Emma F. Eastoe, Clement Lee
Multivariate extreme value analysis quantifies the probability and magnitude of joint extreme events. Classical multivariate models, such as max-stable or multivariate generalised…
stat.ME2024
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
C. J. R. Murphy-Barltrop, J. L. Wadsworth, E. F. Eastoe
Modelling the extremal dependence of bivariate variables is important in a wide variety of practical applications, including environmental planning, catastrophe modelling and hydro…