activity
20172021
most citedRisk assessment using suprema data

4 citations · 7 across the 5 of their papers we have counts for

collaborators

5 papers

stat.ME2021

Recognizing a Spatial Extreme dependence structure: A Deep Learning approach

Manaf Ahmed, Véronique Maume-Deschamps, Pierre Ribereau

Understanding the behaviour of environmental extreme events is crucial for evaluating economic losses, assessing risks, health care and many other aspects. In the spatial context,…

stat.ME2019

Semiparametric estimation for space-time max-stable processes: F -madogram-based estimation approach

Abdul-Fattah Abu-Awwad, Véronique Maume-Deschamps, Pierre Ribereau

Max-stable processes have been expanded to quantify extremal dependence in spatio-temporal data. Due to the interaction between space and time, spatio-temporal data are often compl…

math.ST2018

A Model-Free Selection Criterion For The Mixing Coefficient Of Spatial Max-Mixture Models

Abul-Fattah Abu-Awwad, Véronique Maume-Deschamps, Pierre Ribereau

One of the main concerns in extreme value theory is to quantify the dependence between joint tails. Using stochastic processes that lack flexibility in the joint tail may lead to s…

math.ST2017★ 3 cited

A semi-parametric estimation for max-mixture spatial processes

M. Ahmed, V Maume-Deschamps, P. Ribereau +1

We proposed a semi-parametric estimation procedure in order to estimate the parameters of a max-mixture model and also of a max-stable model (inverse max-stable model) as an altern…

math.PR2017★ 4 cited

Risk assessment using suprema data

Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay +2

This paper proposes a stochastic approach to model temperature dynamic and study related risk measures. The dynamic of temperatures can be modelled by a mean-reverting process such…