Functional peaks-over-threshold analysis

DOI10.1111/RSSB.12498MaRDI QIDQ6600866zbMATH OpenFDO

Authors Raphaël de Fondeville, A. C. Davison

Publication date 10 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/RSSB.12498

zbMATH Keywords

\(r\)-Pareto processfunctional regular variationpeaks-over-threshold analysisrainfallspatial statisticsstatistics of extremeswindstorm

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(17)

• Authors' reply to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Alexa A. Sochaniwsky and Paul D. Mcnicholas's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Stefano Rizzelli's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Emilio Porcu, Horst Simon, and Youssef Wehbe's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Jonathan Koh's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Anthony C. Davison and Raphaël de Fondeville's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Miriam Cuba, Daniela Castro-Camilo, and Marian Scott's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Peter F. Craigmile, Peter Guttorp, and Thordis l. Thorarinsdottir's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Jorge Castillo-Mateo, Alan E. Gelfand, Ana C. Cebrián, and Jesús Asín's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Jordan Richards, Myung Won Lee, Viviana Carcaiso, and Miguel de Carvalho's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Richard Smith's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Seconder of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Proposer of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Inference for extreme spatial temperature events in a changing climate with application to Ireland
• Multivariate peaks-over-threshold with latent variable representations of generalized Pareto vectors
• A novel mixture of Laplace and skew-Laplace distributions: properties, applications and risk analysis for the GBP/USD exchange rates with mean of order P assessment
• Spatial approach of peaks-over-thresholds in trend detection of extremes

This page was built for publication: Functional peaks-over-threshold analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6600866)