On inference of statistical regression models for extreme events based on incomplete observation data

DOI10.2140/CAMCOS.2014.9.143MaRDI QIDQ2347622zbMATH OpenOpenAlexFDO

Authors Olga Kaiser, Illia Horenko

Publication date 5 June 2015

Published in Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/eb7d83d301f096d1b252389dfffcda7ca44d5019

zbMATH Keywords

finite-element methodgeneralized extreme-value distributionmissing informationnonparametric statisticsnonstationary time-series analysissystematically

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Numerical methods for inverse problems for integral equations (65R32)

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(3)

• Statistical regression analysis of threshold excesses with systematically missing covariates
• Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering
• Extreme value modeling with errors-in-variables in detection and attribution of changes in climate extremes

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