| Publication | Date of Publication | Type |
|---|
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
Journal of Business and Economic Statistics | 2026-08-31 | Paper |
Neural Bayes estimation and selection of complex bivariate extremal dependence models
Extremes | 2026-06-26 | Paper |
| mev | 2026-04-15 | Software |
Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise
Extremes | 2026-03-09 | Paper |
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''
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2026-02-12 | Paper |
Raphaël Huser and Andrew Zammit-Mangion's contribution to the discussion of the `Discussion meeting on the analysis of citizen science data'
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
Regression Modeling of Spatiotemporal Extreme U.S. Wildfires via Partially Interpretable Neural Networks
Journal of Computational and Graphical Statistics | 2026-01-01 | Paper |
Neural Bayes Estimators for Irregular Spatial Data Using Graph Neural Networks
Journal of Computational and Graphical Statistics | 2025-12-01 | Paper |
Efficient Modeling of Spatial Extremes over Large Geographical Domains
Journal of Computational and Graphical Statistics | 2025-12-01 | Paper |
Fast spatial simulation of extreme high-resolution radar precipitation data using integrated nested Laplace approximations
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-10-10 | Paper |
Measuring information transfer between nodes in a brain network through spectral transfer entropy
The Annals of Applied Statistics | 2025-09-18 | Paper |
Functional-coefficient models for multivariate time series in designed experiments: with applications to brain signals
The Annals of Applied Statistics | 2025-09-18 | Paper |
Flexible Modeling of Nonstationary Extremal Dependence using Spatially Fused LASSO and Ridge Penalties
Technometrics | 2025-08-22 | Paper |
Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
Journal of Computational and Graphical Statistics | 2025-06-24 | Paper |
Spatial Modeling and Future Projection of Extreme Precipitation Extents
Journal of the American Statistical Association | 2025-04-22 | Paper |
Spatial wildfire risk modeling using a tree-based multivariate generalized Pareto mixture model
Journal of Agricultural, Biological, and Environmental Statistics | 2025-03-27 | Paper |
A neural network-based adaptive cut-off approach to normality testing for dependent data
Statistics and Computing | 2025-02-13 | Paper |
Joint modelling of landslide counts and sizes using spatial marked point processes with sub-asymptotic mark distributions
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
Intrinsic Whittle--Matérn fields and sparse spatial extremes
(available as arXiv preprint) | 2025-01-01 | Paper |
Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
Technometrics | 2024-11-13 | Paper |
Spatial hierarchical modeling of threshold exceedances using rate mixtures
Environmetrics | 2024-10-28 | Paper |
Practical strategies for generalized extreme value-based regression models for extremes
Environmetrics | 2024-10-28 | Paper |
Advances in statistical modeling of spatial extremes
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
Max-convolution processes with random shape indicator kernels
Journal of Multivariate Analysis | 2024-09-02 | Paper |
Likelihood-Free Parameter Estimation with Neural Bayes Estimators
The American Statistician | 2024-08-12 | Paper |
An efficient workflow for modelling high-dimensional spatial extremes
Statistics and Computing | 2024-07-31 | Paper |
Similarity-based clustering for patterns of extreme values
Stat | 2024-06-03 | Paper |
Full likelihood inference for max-stable data
Stat | 2024-05-19 | Paper |
Visuanimation in statistics
Stat | 2024-05-14 | Paper |
Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data
Biometrics | 2023-10-30 | Paper |
| Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed L\'evy Noise | 2023-07-28 | Paper |
A combined statistical and machine learning approach for spatial prediction of extreme wildfire frequencies and sizes
Extremes | 2023-05-12 | Paper |
Joint modeling and prediction of massive spatio-temporal wildfire count and burnt area data with the INLA-SPDE approach
Extremes | 2023-05-12 | Paper |
Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data
The Annals of Applied Statistics | 2023-02-24 | Paper |
Modeling spatial tail dependence with Cauchy convolution processes
Electronic Journal of Statistics | 2022-12-19 | Paper |
Modeling spatial tail dependence with Cauchy convolution processes
Electronic Journal of Statistics | 2022-12-19 | Paper |
High-resolution Bayesian mapping of landslide hazard with unobserved trigger event
The Annals of Applied Statistics | 2022-09-05 | Paper |
Asymmetric tail dependence modeling, with application to cryptocurrency market data
The Annals of Applied Statistics | 2022-09-05 | Paper |
Approximate Bayesian inference for analysis of spatiotemporal flood frequency data
The Annals of Applied Statistics | 2022-07-14 | Paper |
Space–Time Modelling of Extreme Events
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Modeling spatial extremes using normal mean-variance mixtures
Extremes | 2022-05-09 | Paper |
Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
The Annals of Applied Statistics | 2022-05-06 | Paper |
Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Max-and-smooth: a two-step approach for approximate Bayesian inference in latent Gaussian models
Bayesian Analysis | 2021-12-06 | Paper |
Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model
The Annals of Applied Statistics | 2021-11-15 | Paper |
Max-infinitely divisible models and inference for spatial extremes
Scandinavian Journal of Statistics | 2021-06-22 | Paper |
A hierarchical max-infinitely divisible spatial model for extreme precipitation
Journal of the American Statistical Association | 2021-03-30 | Paper |
Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
Journal of the American Statistical Association | 2020-09-15 | Paper |
Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
Journal of the American Statistical Association | 2020-09-15 | Paper |
Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
Biometrics | 2020-02-07 | Paper |
A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
Journal of Agricultural, Biological and Environmental Statistics | 2019-09-18 | Paper |
A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
Journal of Agricultural, Biological and Environmental Statistics | 2019-09-18 | Paper |
Modeling Spatial Processes with Unknown Extremal Dependence Class
Journal of the American Statistical Association | 2019-08-19 | Paper |
Factor copula models for replicated spatial data
Journal of the American Statistical Association | 2018-10-23 | Paper |
Factor copula models for replicated spatial data
Journal of the American Statistical Association | 2018-10-23 | Paper |
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
Extremes | 2018-10-12 | Paper |
Hierarchical Archimax copulas
Journal of Multivariate Analysis | 2018-08-16 | Paper |
Hierarchical Archimax copulas
Journal of Multivariate Analysis | 2018-08-16 | Paper |
A comparison of dependence function estimators in multivariate extremes
Statistics and Computing | 2018-03-07 | Paper |
Non-stationary dependence structures for spatial extremes
Journal of Agricultural, Biological and Environmental Statistics | 2016-10-13 | Paper |
Likelihood estimators for multivariate extremes
Extremes | 2016-03-30 | Paper |
Geostatistics of dependent and asymptotically independent extremes
Mathematical Geosciences | 2015-10-05 | Paper |
Composite likelihood estimation for the Brown-Resnick process
Biometrika | 2014-04-22 | Paper |
