46 citations · 119 across the 7 of their papers we have counts for
7 papers
Choosing the threshold in extreme value analysis
Léo R. Belzile, Anthony C. Davison
One of the two dominant approaches for univariate extreme value analysis is to model exceedances above a large threshold, the choice of which has a large impact on inference and wh…
A modeler's guide to extreme value software
Léo R. Belzile, Christophe Dutang, Paul J. Northrop +1
This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (2006) and Gilleland et al. (2…
Is there a cap on longevity? A statistical review
Léo R. Belzile, Anthony C. Davison, Jutta Gampe +2
There is sustained and widespread interest in understanding the limit, if any, to the human lifespan. Apart from its intrinsic and biological interest, changes in survival in old a…
Improved inference on risk measures for univariate extremes
Léo R. Belzile, Anthony C. Davison
We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of…
Human mortality at extreme age
Léo R. Belzile, Anthony C. Davison, Holger Rootzén +1
We use a combination of extreme value theory, survival analysis and computer-intensive methods to analyze the mortality of Italian and French semi-supercentenarians for whom there…
Extremal attractors of Liouville copulas
Léo R. Belzile, Johanna G. Nešlehová
Liouville copulas, which were introduced in McNeil and Neslehova (2010), are asymmetric generalizations of the ubiquitous Archimedean copula class. They are the dependence structur…
A Bayesian view of doubly robust causal inference
Olli Saarela, Léo R. Belzile, David A. Stephens
In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatme…