6 citations · 11 across the 4 of their papers we have counts for
3 papers · 1 filter
Diagnostic Tools for Extreme Value Regression Models
Ed Mackay, Jordan Richards, Philip Jonathan
Visual and quantitative goodness-of-fit diagnostics are an important tool in the practitioner's toolbox. The need for convincing and reliable diagnostics is particularly clear when…
Inference for bivariate extremes via a semi-parametric angular-radial model
Callum John Rowlandson Murphy-Barltrop, Ed Mackay, Philip Jonathan
The modelling of multivariate extreme events is important in a wide variety of applications, including flood risk analysis, metocean engineering and financial modelling. A wide var…
Modelling multivariate extremes through angular-radial decomposition of the density function
Ed Mackay, Philip Jonathan
We present a new framework for modelling multivariate extremes, based on an angular-radial representation of the probability density function. Under this representation, the proble…