50 citations · 148 across the 16 of their papers we have counts for
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stat.ME2018
Bias Reduced Peaks over Threshold Tail Estimation
Jan Beirlant, Gaonyalelwe Maribe, Philippe Naveau +1
In recent years several attempts have been made to extend tail modelling towards the modal part of the data. Frigessi et al. (2002) introduced dynamic mixtures of two components wi…
stat.ME2018
Forecast score distributions with imperfect observations
Julie Bessac, Philippe Naveau
The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record…