38 citations · 105 across the 7 of their papers we have counts for
3 papers · 1 filter
A geometric investigation into the tail dependence of vine copulas
Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn
Vine copulas are a type of multivariate dependence model, composed of a collection of bivariate copulas that are combined according to a specific underlying graphical structure. Th…
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…