14 citations · 18 across the 5 of their papers we have counts for
4 papers · 1 filter
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…
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…
A penalised piecewise-linear model for non-stationary extreme value analysis of peaks over threshold
Anna Maria Barlow, Ed Mackay, Emma Eastoe +1
Metocean extremes often vary systematically with covariates such as direction and season. In this work, we present non-stationary models for the size and rate of occurrence of peak…
Modelling the clustering of extreme events for short-term risk assessment
Ross Towe, Jonathan Tawn, Emma Eastoe +1
Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extrem…