3 papers
math.ST2026
Geometric extremal graphical models and coefficients of extremal dependence on block graphs
Ioannis Papastathopoulos, Jennifer Wadsworth
We introduce the concept of geometric extremal graphical models, which are defined through the gauge function of the limit set obtained from suitably scaled random vectors in light…
stat.ME2025
Geometric criteria for identifying extremal dependence and flexible modeling via additive mixtures
Jeongjin Lee, Jennifer Wadsworth
The framework of geometric extremes is based on the convergence of scaled sample clouds onto a limit set, characterized by a gauge function, with the shape of the limit set determi…
stat.ME2025
Piecewise-linear modeling of multivariate geometric extremes
Ryan Campbell, Jennifer Wadsworth
A recent development in extreme value modeling uses the geometry of the dataset to perform inference on the multivariate tail. A key quantity in this inference is the gauge functio…