38 citations · 105 across the 7 of their papers we have counts for
5 papers · 1 filter
Estimating the limiting shape of bivariate scaled sample clouds: with additional benefits of self-consistent inference for existing extremal dependence properties
Emma S. Simpson, Jonathan A. Tawn
The key to successful statistical analysis of bivariate extreme events lies in flexible modelling of the tail dependence relationship between the two variables. In the extreme valu…
A marginal modelling approach for predicting wildfire extremes across the contiguous United States
Eleanor D'Arcy, Callum John Rowlandson Murphy-Barltrop, Rob Shooter +1
This paper details a methodology proposed for the EVA 2021 conference data challenge. The aim of this challenge was to predict the number and size of wildfires over the contiguous…
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields
Emma S. Simpson, Thomas Opitz, Jennifer L. Wadsworth
The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After s…
Conditional Modelling of Spatio-Temporal Extremes for Red Sea Surface Temperatures
Emma S. Simpson, Jennifer L. Wadsworth
Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. Th…
Determining the Dependence Structure of Multivariate Extremes
Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn
In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often l…