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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…