2 citations · 2 across the 5 of their papers we have counts for
5 papers
Progression: an extrapolation principle for regression
Gloria Buriticá, Sebastian Engelke
The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data. In such…
Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
Gloria Buriticá, Manuel Hentschel, Olivier C. Pasche +2
This article summarizes the contribution of team genEVA to the EVA (2023) Conference Data Challenge. The challenge comprises four individual tasks, with two focused on univariate e…
On the asymptotics of extremal lp-blocks cluster inference
Gloria Buriticá, Olivier Wintenberger
Extremes occur in stationary regularly varying time series as short periods with several large observations, known as extremal blocks. We study cluster statistics summarizing the b…
Some variations on the extremal index
Gloria Buriticá, Meyer Nicolas, Thomas Mikosch +1
We re-consider Leadbetter's extremal index for stationary sequences. It has interpretation as reciprocal of the expected size of an extremal cluster above high thresholds. We focus…
Large deviations of lp-blocks of regularly varying time series and applications to cluster inference
Gloria Buriticá, Thomas Mikosch, Olivier Wintenberger
In the regularly varying time series setting, a cluster of exceedances is a short period for which the supremum norm exceeds a high threshold. We propose to study a generalization…