2 papers
stat.ME2026
Extrapolation of extreme covariates in generalized additive regression using extreme-value theory
Viviana Carcaiso, Sebastian Engelke, Juliette Legrand +1
We propose methods to enhance the predictive performance of generalized additive models (GAMs) in the context of covariate extrapolation, where predictions rely on covariates beyon…
stat.ME2026
Bayesian Mixture Models for Heterogeneous Extremes
Viviana Carcaiso, Miguel de Carvalho, Ilaria Prosdocimi +1
The conventional use of the Generalized Extreme Value (GEV) distribution to model block maxima may be inappropriate when extremes are actually structured into multiple heterogeneou…