Showing stat.MEShow all
2 papers · 1 filter
stat.ME2020
Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
Daniela Castro-Camilo, Linda Mhalla, Thomas Opitz
We develop a method for probabilistic prediction of extreme value hot-spots in a spatio-temporal framework, tailored to big datasets containing important gaps. In this setting, dir…
stat.ME2018
Exceedance-based nonlinear regression of tail dependence
Linda Mhalla, Thomas Opitz, Valérie Chavez-Demoulin
The probability and structure of co-occurrences of extreme values in multivariate data may critically depend on auxiliary information provided by covariates. In this contribution,…