52 citations · 225 across the 9 of their papers we have counts for
10 papers
Spatio-temporal point process intensity estimation using zero-deflated subsampling applied to a lightning strikes dataset in France
Jean-François Coeurjolly, Thibault Espinasse, Anne-Laure Fougères +1
Cloud-to-ground lightning strikes observed in a specific geographical domain over time can be naturally modeled by a spatio-temporal point process. Our focus lies in the parametric…
Clustered Archimax Copulas
Simon Chatelain, Samuel Perreault, Johanna G. Nešlehová +1
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of the many concerns. Archimax copulas appear as successful candidates in case of…
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Maxime Taillardat, Anne-Laure Fougères, Philippe Naveau +1
Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased…
Forest-based methods and ensemble model output statistics for rainfall ensemble forecasting
Maxime Taillardat, Anne-Laure Fougères, Philippe Naveau +1
Rainfall ensemble forecasts have to be skillful for both low precipitation and extreme events. We present statistical post-processing methods based on Quantile Regression Forests (…
Bias correction in multivariate extremes
Anne-Laure Fougères, Laurens de Haan, Cécile Mercadier
The estimation of the extremal dependence structure is spoiled by the impact of the bias, which increases with the number of observations used for the estimation. Already known in…
Limit conditional distributions for bivariate vectors with polar representation
Anne-Laure Fougères, Philippe Soulier
We investigate conditions for the existence of the limiting conditional distribution of a bivariate random vector when one component becomes large. We revisit the existing literatu…
Estimation of conditional laws given an extreme component
Anne-Laure Fougères, Philippe Soulier
Let be a bivariate random vector. The estimation of a probability of the form is challenging when is large, and a fruitful approach consists in…
Models for dependent extremes using stable mixtures
Anne-Laure Fougères, John P. Nolan, Holger Rootzén
This paper unifies and extends results on a class of multivariate Extreme Value (EV) models studied by Hougaard, Crowder, and Tawn. In these models both unconditional and condition…
Limit properties of the monotone rearrangement for density and regression function estimation
Dragi Anevski, Anne-Laure Fougères
The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and Pólya as a sorting device for functions. Assuming that is a monotone function and that an estimate…
Estimation of bivariate excess probabilities for elliptical models
Belkacem Abdous, Anne-Laure Fougères, Kilani Ghoudi +1
Let be a random vector whose conditional excess probability is of interest. Estimating this kind of probability is a delicate problem as soon as…