4 papers
Flood risk estimation via geometric extremal graphical models
Kristina Grolmusova, Jennifer L. Wadsworth, Thordis L. Thorarinsdottir
We exploit the new framework of multivariate geometric extreme value theory for the statistical analysis of river flow extremes at multiple locations on a river network. Current me…
Geometric modelling of spatial extremes
Lydia Kakampakou, Jennifer L. Wadsworth
Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to…
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…
Modelling non-stationarity in asymptotically independent extremes
C. J. R. Murphy-Barltrop, J. L. Wadsworth
In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such va…