1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2026
Extrapolation of extreme covariates in generalized additive regression using extreme-value theory
Viviana Carcaiso, Sebastian Engelke, Juliette Legrand +1
Predictions with covariates in the tails of the covariate distribution often lack accuracy and are highly uncertain but may be of critical importance in many applications. New cova…
stat.ME2025★ 1 cited
Bayesian Mixture Models for Heterogeneous Extremes
Viviana Carcaiso, Miguel de Carvalho, Ilaria Prosdocimi +1
The conventional use of the Generalized Extreme Value (GEV) distribution to model block maxima may be inappropriate when extremes are actually structured into multiple heterogeneou…