Extremes on river networks

P Asadi, AC Davison, S Engelke - 2015 - projecteuclid.org
Supplement to “Extremes on river networks”. The supplementary material contains the
following: a PDF document containing the derivation of the new likelihood representation …

Exact simulation of max-stable processes

C Dombry, S Engelke, M Oesting - Biometrika, 2016 - academic.oup.com
Max-stable processes play an important role as models for spatial extreme events. Their
complex structure as the pointwise maximum over an infinite number of random functions …

Estimation of hüsler–reiss distributions and brown–resnick processes

S Engelke, A Malinowski, Z Kabluchko… - Journal of the Royal …, 2015 - academic.oup.com
Estimation of extreme value parameters from observations in the max-domain of attraction of
a multivariate max-stable distribution commonly uses aggregated data such as block …

Spatial extremes

AC Davison, R Huser, E Thibaud - Handbook of environmental …, 2019 - taylorfrancis.com
The health consequences of climate variability and change are diverse, potentially affecting
the burden of a wide range of health outcomes, including illnesses and deaths related to …

Efficient inference and simulation for elliptical Pareto processes

E Thibaud, T Opitz - Biometrika, 2015 - academic.oup.com
Recent advances in extreme value theory have established-Pareto processes as the natural
limits for extreme events defined in terms of exceedances of a risk functional. In this paper …

Statistical inference for max-stable processes in space and time

RA Davis, C Klüppelberg… - Journal of the Royal …, 2013 - academic.oup.com
Max-stable processes have proved to be useful for the statistical modelling of spatial
extremes. Several families of max-stable random fields have been proposed in the literature …

Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts

M Oesting, M Schlather, P Friederichs - Extremes, 2017 - Springer
To improve the forecasts of weather extremes, we propose a joint spatial model for the
observations and the forecasts, based on a bivariate Brown-Resnick process. As the class of …

Dynamics at the edge for independent diffusing particles

P Le Doussal - Physical Review E, 2024 - APS
We study the dynamics of the outliers for a large number of independent Brownian particles
in one dimension. We derive the multitime joint distribution of the position of the rightmost …

Multivariate max-stable spatial processes

MG Genton, SA Padoan, H Sang - Biometrika, 2015 - academic.oup.com
Max-stable processes allow the spatial dependence of extremes to be modelled and
quantified, so they are widely adopted in applications. For a better understanding of …

Extremal behaviour of aggregated data with an application to downscaling

S Engelke, R De Fondeville, M Oesting - Biometrika, 2019 - academic.oup.com
The distribution of spatially aggregated data from a stochastic process may exhibit tail
behaviour different from that of its marginal distributions. For a large class of aggregating …