8 citations · 8 across the 3 of their papers we have counts for
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stat.ME2025
Multivariate Discrete Generalized Pareto Distributions: Theory, Simulation, and Applications to Dry spells
Samira Aka, Marie Kratz, Philippe Naveau
This article extends the multivariate extreme value theory (MEVT) to discrete settings, focusing on the generalized Pareto distribution (GPD) as a foundational tool. The purpose of…
stat.ME2021
Stable sums to infer high return levels of multivariate rainfall time series
Gloria Buriticá, Philippe Naveau
Heavy rainfall distributional modeling is essential in any impact studies linked to the water cycle, e.g.\ flood risks. Still, statistical analyses that both take into account the…
stat.ME2014★ 8 cited
A frailty-contagion model for multi-site hourly precipitation driven by atmospheric covariates
Erwan Koch, Philippe Naveau
Accurate stochastic simulations of hourly precipitation are needed for impact studies at local spatial scales. Statistically, hourly precipitation data represent a difficult challe…