most citedGeneralized Pareto Regression Trees for extreme events analysis

2 citations · 2 across the 2 of their papers we have counts for

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math.ST2024

Tree-based conditional copula estimation

Francesco Bonacina, Olivier Lopez, Maud Thomas

This paper proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a si…

math.ST2021★ 2 cited

Generalized Pareto Regression Trees for extreme events analysis

Sébastien Farkas, Antoine Heranval, Olivier Lopez +1

In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we…