3 papers
stat.ME2026
Dimension Reduction in Multivariate Extremes via Latent Linear Factor Models
Alexis Boulin, Axel Bücher
We propose a new and interpretable class of high-dimensional tail dependence models based on latent linear factor structures. Specifically, extremal dependence of an observable vec…
stat.ME2025
Extrapolating into the Extremes with Minimum Distance Estimation
Alexis Boulin, Erik Haufs
Understanding complex dependencies and extrapolating beyond observations are key challenges in modeling environmental space-time extremes. To address this, we introduce a simplifyi…
math.ST2025
Structured linear factor models for tail dependence
Alexis Boulin, Axel Bücher
A common object to describe the extremal dependence of a -variate random vector is the stable tail dependence function . Various parametric models have emerged, with a po…