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stat.AP2022★ 6 cited
A dynamic extreme value model with applications to volcanic eruption forecasting
Michele Nguyen, Almut E. D. Veraart, Benoit Taisne +2
Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on G…
stat.AP2020
Scoring Predictions at Extreme Quantiles
Axel Gandy, Kaushik Jana, Almut E. D. Veraart
Prediction of quantiles at extreme tails is of interest in numerous applications. Extreme value modelling provides various competing predictors for this point prediction problem. A…