7 papers
A duration-augmented binary Markov chain for rainfall occurrence with long dry spells
Antoine Doizé, Denis Allard, Philippe Naveau +1
Simulating realistic wet and dry spells is central in weather generators and climate-impact studies. While finite-order Markov chains are standard, they often fail to reproduce per…
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast
Nathan Huet, Philippe Naveau, Anne Sabourin
Appropriate modelling of extreme skew surges is crucial, particularly for coastal risk management. Our study focuses on modelling extreme skew surges along the French Atlantic coas…
A Kullback-Leibler divergence test for multivariate extremes: theory and practice
Sebastian Engelke, Philippe Naveau, Chen Zhou
Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad…
A parsimonious tail compliant multiscale statistical model for aggregated rainfall
Pierre Ailliot, Carlo Gaetan, Philippe Naveau
Modeling rainfall intensity distributions across aggregation scales (from sub-hourly to weekly) is essential for hydrological risk analysis and IDF curves. Aggregation naturally im…
Multivariate distributional modeling of low, moderate, and large intensities without threshold selection steps
Carlo Gaetan, Philippe Naveau
In fields such as hydrology and climatology, modelling the entire distribution of positive data is essential, as stakeholders require insights into the full range of values, from l…
Joint modeling of low and high extremes using a multivariate extended generalized Pareto distribution
Noura Alotaibi, Matthew Sainsbury-Dale, Philippe Naveau +2
In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, i…