8 citations · 8 across the 3 of their papers we have counts for
3 papers
stat.ME2026
Choosing the threshold in extreme value analysis
Léo R. Belzile, Anthony C. Davison
One of the two dominant approaches for univariate extreme value analysis is to model exceedances above a large threshold, the choice of which has a large impact on inference and wh…
stat.ME2026
How long should a block be?
Léo R. Belzile, Anthony C. Davison
The block maximum method, which is widely used in extreme value analysis, uses a generalized extreme value distribution to approximate that of the maximum of m observations. The qu…
math.ST2018★ 8 cited
Parameter estimation for discretely-observed linear birth-and-death processes
Anthony C. Davison, Sophie Hautphenne, Andrea Kraus
Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to est…