19 citations · 25 across the 11 of their papers we have counts for
3 papers · 1 filter
Extremal dependence of random scale constructions
Sebastian Engelke, Thomas Opitz, Jennifer Wadsworth
A bivariate random vector can exhibit either asymptotic independence or dependence between the largest values of its components. When used as a statistical model for risk assessmen…
Exceedance-based nonlinear regression of tail dependence
Linda Mhalla, Thomas Opitz, Valérie Chavez-Demoulin
The probability and structure of co-occurrences of extreme values in multivariate data may critically depend on auxiliary information provided by covariates. In this contribution,…
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
Thomas Opitz, Raphaël Huser, Haakon Bakka +1
This work has been motivated by the challenge of the 2017 conference on Extreme-Value Analysis (EVA2017), with the goal of predicting daily precipitation quantiles at the …