2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.ST2019★ 2 cited
Penultimate Analysis of the Conditional Multivariate Extremes Tail Model
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of conve…
stat.ME2015
Bayesian Uncertainty Management in Temporal Dependence of Extremes
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and…