3 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
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
C. J. R. Murphy-Barltrop, J. L. Wadsworth, E. F. Eastoe
Modelling the extremal dependence of bivariate variables is important in a wide variety of practical applications, including environmental planning, catastrophe modelling and hydro…
stat.AP2024
Modelling non-stationarity in asymptotically independent extremes
C. J. R. Murphy-Barltrop, J. L. Wadsworth
In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such va…