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stat.ME2022
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…
math.ST2022★ 6 cited
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…