4 papers · 1 filter
A duration-augmented binary Markov chain for rainfall occurrence with long dry spells
Antoine Doizé, Denis Allard, Philippe Naveau +1
Simulating realistic wet and dry spells is central in weather generators and climate-impact studies. While finite-order Markov chains are standard, they often fail to reproduce per…
Multivariate distributional modeling of low, moderate, and large intensities without threshold selection steps
Carlo Gaetan, Philippe Naveau
In fields such as hydrology and climatology, modelling the entire distribution of positive data is essential, as stakeholders require insights into the full range of values, from l…
Joint modeling of low and high extremes using a multivariate extended generalized Pareto distribution
Noura Alotaibi, Matthew Sainsbury-Dale, Philippe Naveau +2
In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, i…
Multivariate Discrete Generalized Pareto Distributions: Theory, Simulation, and Applications to Dry spells
Samira Aka, Marie Kratz, Philippe Naveau
This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of…