50 citations · 148 across the 16 of their papers we have counts for
19 papers
Robust and non asymptotic estimation of probability weighted moments with application to extreme value analysis
Anna Ben-Hamou, Philippe Naveau, Maud Thomas
In extreme value theory and other related risk analysis fields, probability weighted moments (PWM) have been frequently used to estimate the parameters of classical extreme value d…
A VAE Approach to Sample Multivariate Extremes
Nicolas Lafon, Philippe Naveau, Ronan Fablet
Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than t…
An extended generalized Pareto regression model for count data
Touqeer Ahmad, Carlo Gaetan, Philippe Naveau
The statistical modeling of discrete extremes has received less attention than their continuous counterparts in the Extreme Value Theory (EVT) literature. One approach to the trans…
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk
Romain Pic, Clément Dombry, Philippe Naveau +1
The theoretical advances on the properties of scoring rules over the past decades have broadened the use of scoring rules in probabilistic forecasting. In meteorological forecastin…
High return level estimates of daily ERA-5 precipitation in Europe estimated using regionalised extreme value distributions
Pauline Rivoire, Philomène Le Gall, Anne-Catherine Favre +2
Accurate estimation of daily rainfall return levels associated with large return periods is needed for a number of hydrological planning purposes, including protective infrastructu…
Evaluation of binary classifiers for asymptotically dependent and independent extremes
Juliette Legrand, Philippe Naveau, Marco Oesting
Machine learning classification methods usually assume that all possible classes are sufficiently present within the training set. Due to their inherent rarities, extreme events ar…