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math.ST2020★ 1 cited
Uniqueness and global optimality of the maximum likelihood estimator for the generalized extreme value distribution
Likun Zhang, Benjamin Shaby
The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenome…
math.ST2019
Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets with Many Locations
Likun Zhang, Benjamin A. Shaby, Jennifer L. Wadsworth
Flexible spatial models that allow transitions between tail dependence classes have recently appeared in the literature. However, inference for these models is computationally proh…