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stat.ME2025
Modelling non-stationary extremal dependence through a geometric approach
C. J. R. Murphy-Barltrop, J. L. Wadsworth, M. de Carvalho +1
Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial…
stat.ME2023
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
C. J. R. Murphy-Barltrop, J. L. Wadsworth, E. F. Eastoe
Modelling the extremal dependence of bivariate variables is important in a wide variety of practical applications, including environmental planning, catastrophe modelling and hydro…