Showing stat.MEShow all
3 papers · 1 filter
stat.ME2026
Log-Laplace Nuggets for Fully Bayesian Fitting of Spatial Extremes Models to Threshold Exceedances
Muyang Shi, Likun Zhang, Benjamin A. Shaby
Flexible random scale-mixture models provide a framework for capturing a broad range of extremal dependence structures. However, likelihood-based inference under the peaks-over-thr…
stat.ME2025
Spatial scale-aware tail dependence modeling for high-dimensional spatial extremes
Muyang Shi, Likun Zhang, Mark D. Risser +1
Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence clas…
stat.ME2025
Semiparametric Estimation of the Shape of the Limiting Bivariate Point Cloud
Reetam Majumder, Benjamin A. Shaby, Brian J. Reich +1
We propose a model to flexibly estimate joint tail properties by exploiting the convergence of an appropriately scaled point cloud onto a compact limit set. Characteristics of the…