2 papers
stat.AP2024
Spatial extremal modelling: A case study on the interplay between margins and dependence
Lydia Kakampakou, Emma S. Simpson, Jennifer L. Wadsworth
It is no secret that statistical modelling often involves making simplifying assumptions when attempting to study complex stochastic phenomena. Spatial modelling of extreme values…
stat.ME2024
Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
Emma S. Simpson, Jonathan A. Tawn
The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme valu…