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math.ST2015★ 2 cited
Probabilities of concurrent extremes
Clément Dombry, Mathieu Ribatet, Stilian Stoev
The statistical modelling of spatial extremes has recently made major advances. Much of its focus so far has been on the modelling of the magnitudes of extreme events but little at…
math.ST2012★ 1 cited
Conditional simulation of extremal Gaussian processes
Clément Dombry, Mathieu Ribatet
Recently the regular conditional distributions of max-infinitely divisible processes were derived by \citet{Dombry2011} and although these conditional distributions have complicate…