210 citations · 414 across the 4 of their papers we have counts for
6 papers
Spatial dependence and space-time trend in extreme events
John H. J. Einmahl, Ana Ferreira, Laurens de Haan +2
The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis…
Estimating space-time trend and dependence of heavy rainfall
Ana Ferreira, Petra Friederichs, Laurens de Haan +2
A new approach for evaluating time-trends in extreme values accounting also for spatial dependence is proposed. Based on exceedances over a space-time threshold, estimators for a t…
Maximum likelihood estimators based on the block maxima method
Clément Dombry, Ana Ferreira
The extreme value index is a fundamental parameter in univariate Extreme Value Theory (EVT). It captures the tail behavior of a distribution and is central in the extrapolation bey…
On the block maxima method in extreme value theory: PWM estimators
Ana Ferreira, Laurens de Haan
In extreme value theory, there are two fundamental approaches, both widely used: the block maxima (BM) method and the peaks-over-threshold (POT) method. Whereas much theoretical re…
The generalized Pareto process; with a view towards application and simulation
Ana Ferreira, Laurens de Haan
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances…
On maximum likelihood estimation of the extreme value index
Holger Drees, Ana Ferreira, Laurens de Haan
We prove asymptotic normality of the so-called maximum likelihood estimator of the extreme value index.