| Publication | Date of Publication | Type |
|---|
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
Extremes | 2024-11-12 | Paper |
Modelling non-stationarity in asymptotically independent extremes
Computational Statistics and Data Analysis | 2024-10-29 | Paper |
Spatial deformation for nonstationary extremal dependence
Environmetrics | 2024-10-28 | Paper |
New estimation methods for extremal bivariate return curves
Environmetrics | 2024-10-28 | Paper |
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
Technometrics | 2024-10-18 | Paper |
Advances in statistical modeling of spatial extremes
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields
Extremes | 2024-01-08 | Paper |
Hierarchical Transformed Scale Mixtures for Flexible Modeling of Spatial Extremes on Datasets With Many Locations
Journal of the American Statistical Association | 2023-03-09 | Paper |
Linking representations for multivariate extremes via a limit set
Advances in Applied Probability | 2022-12-13 | Paper |
Modeling spatial extremes using normal mean-variance mixtures
Extremes | 2022-05-09 | Paper |
A geometric investigation into the tail dependence of vine copulas
Journal of Multivariate Analysis | 2021-06-22 | Paper |
Determining the dependence structure of multivariate extremes
Biometrika | 2020-10-21 | Paper |
Extremal dependence of random scale constructions
Extremes | 2019-12-27 | Paper |
Modeling Spatial Processes with Unknown Extremal Dependence Class
Journal of the American Statistical Association | 2019-08-19 | Paper |
Modelling across extremal dependence classes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Modelling across extremal dependence classes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Time-varying extreme value dependence with application to leading European stock markets
The Annals of Applied Statistics | 2018-06-26 | Paper |
Time-varying extreme value dependence with application to leading European stock markets
The Annals of Applied Statistics | 2018-06-26 | Paper |
Multivariate peaks over thresholds models
Extremes | 2018-04-16 | Paper |
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Journal of Multivariate Analysis | 2018-04-12 | Paper |
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Journal of Multivariate Analysis | 2018-04-12 | Paper |
Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet
Statistical Science | 2016-02-16 | Paper |
Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet
Statistical Science | 2016-02-16 | Paper |
On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
Biometrika | 2015-12-11 | Paper |
On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
Biometrika | 2015-12-11 | Paper |
Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
Biometrika | 2014-04-16 | Paper |
A new representation for multivariate tail probabilities
Bernoulli | 2014-02-04 | Paper |
Dependence modelling for spatial extremes
Biometrika | 2012-06-18 | Paper |
Accounting for choice of measurement scale in extreme value modeling
The Annals of Applied Statistics | 2010-12-27 | Paper |
