2 papers
stat.ME2026
Geometric modelling of spatial extremes
Lydia Kakampakou, Jennifer L. Wadsworth
Recent developments in extreme value statistics have established the so-called geometric approach as a powerful modelling tool for multivariate extremes. We tailor these methods to…
stat.ME2025
Modelling non-stationary extremal dependence through a geometric approach
C. J. R. Murphy-Barltrop, J. L. Wadsworth, M. de Carvalho +1
Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial…