Generalized Pareto regression trees for extreme event analysis

DOI10.1007/S10687-024-00485-1MaRDI QIDQ6601112zbMATH OpenFDO

Authors Sébastien Farkas, Antoine Heranval, Olivier Lopez, Maud Thomas

Publication date 10 September 2024

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10687-024-00485-1

zbMATH Keywords

concentration inequalitiesextreme value theorygeneralized Pareto distributionregression trees

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited in

(2)

• ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes
• Semi-parametric bulk and tail regression using spline-based neural networks

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