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stat.ME2018
Exploration and inference in spatial extremes using empirical basis functions
Samuel A. Morris, Brian J. Reich, Emeric Thibaud
Statistical methods for inference on spatial extremes of large datasets are yet to be developed. Motivated by standard dimension reduction techniques used in spatial statistics, we…
stat.ME2017
A Nonparametric Method for Producing Isolines of Bivariate Exceedance Probabilities
Daniel Cooley, Emeric Thibaud, Federico Castillo +1
We present a method for drawing isolines indicating regions of equal joint exceedance probability for bivariate data. The method relies on bivariate regular variation, a dependence…