23 citations · 26 across the 4 of their papers we have counts for
3 papers · 1 filter
Functional Peaks-over-threshold Analysis
Raphaël de Fondeville, Anthony C. Davison
Peaks-over-threshold analysis using the generalized Pareto distribution is widely applied in modelling tails of univariate random variables, but much information may be lost when c…
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Maxime Taillardat, Anne-Laure Fougères, Philippe Naveau +1
Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased…
High-dimensional peaks-over-threshold inference
Raphaël de Fondeville, Anthony C. Davison
Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few d…