218 citations · 323 across the 27 of their papers we have counts for
4 papers · 1 filter
Local likelihood estimation of complex tail dependence structures, applied to U.S. precipitation extremes
Daniela Castro-Camilo, Raphaël Huser
To disentangle the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copul…
Bayesian model averaging over tree-based dependence structures for multivariate extremes
Sabrina Vettori, Raphaël Huser, Johan Segers +1
Describing the complex dependence structure of extreme phenomena is particularly challenging. To tackle this issue we develop a novel statistical algorithm that describes extremal…
Full likelihood inference for max-stable data
Raphaël Huser, Clément Dombry, Mathieu Ribatet +1
We show how to perform full likelihood inference for max-stable multivariate distributions or processes based on a stochastic Expectation-Maximisation algorithm, which combines sta…
Modeling spatial processes with unknown extremal dependence class
Raphaël G. Huser, Jennifer L. Wadsworth
Many environmental processes exhibit weakening spatial dependence as events become more extreme. Well-known limiting models, such as max-stable or generalized Pareto processes, can…