3 papers
math.ST2026
A hybrid-Hill estimator enabled by heavy-tailed block maxima
Claudia Neves, Chang Xu
When analysing extreme values, two alternative statistical approaches have historically been held in contention: the block maxima method (or annual maxima method, spurred by hydrol…
math.ST2025
Reduced-bias estimation of the residual dependence index with unnamed marginals
Jennifer Israelsson, Emily Black, Claudia Neves +1
This paper addresses important weaknesses in current methodology for the estimation of multivariate extreme event distributions. The estimation of the residual dependence index $η…
stat.ME2024
Nonparametric quantile regression for spatio-temporal processes
Soudeep Deb, Claudia Neves, Subhrajyoty Roy
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. Thi…