19 citations · 20 across the 4 of their papers we have counts for
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Practical strategies for GEV-based regression models for extremes
Daniela Castro-Camilo, Raphaël Huser, Håvard Rue
The generalised extreme value (GEV) distribution is a three parameter family that describes the asymptotic behaviour of properly renormalised maxima of a sequence of independent an…
Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution
Silius M. Vandeskog, Sara Martino, Daniela Castro-Camilo +1
A new method is proposed for modelling the yearly maxima of sub-daily precipitation, with the aim of producing spatial maps of return level estimates. Yearly precipitation maxima a…
A spliced Gamma-Generalized Pareto model for short-term extreme wind speed probabilistic forecasting
Daniela Castro-Camilo, Raphaël Huser, Håvard Rue
Renewable sources of energy such as wind power have become a sustainable alternative to fossil fuel-based energy. However, the uncertainty and fluctuation of the wind speed derived…
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…