354 citations · 790 across the 7 of their papers we have counts for
7 papers
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…
Bias correction in multivariate extremes
Anne-Laure Fougères, Laurens de Haan, Cécile Mercadier
The estimation of the extremal dependence structure is spoiled by the impact of the bias, which increases with the number of observations used for the estimation. Already known in…
Estimation of extreme risk regions under multivariate regular variation
Juan-Juan Cai, John H. J. Einmahl, Laurens de Haan
When considering d possibly dependent random variables, one is often interested in extreme risk regions, with very small probability p. We consider risk regions of the form ${\math…
On spatial extremes: with application to a rainfall problem
T. A. Buishand, L. de Haan, C. Zhou
We consider daily rainfall observations at 32 stations in the province of North Holland (the Netherlands) during 30 years. Let be the total rainfall in this area on one day. An…
Stationary max-stable fields associated to negative definite functions
Zakhar Kabluchko, Martin Schlather, Laurens de Haan
Let , be independent copies of a zero-mean Gaussian process with stationary increments and variance . Independently of $…
Spatial extremes: Models for the stationary case
Laurens de Haan, Teresa T. Pereira
The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an ex…