Research Articleposted 2025-12-22 07:22:58
Multi-Quantile Estimators for the Parameters of Generalized Extreme Value Distribution
Sen Lin, Ao Kong, Robert Azencott
Under Review
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Research Articleposted 2025-11-28 05:07:08
Likelihood-Based Inference and Model Selection for Record Series
Jinane Jouni, Anis Hoayek, Mireille Batton-Hubert, Aline Mefleh
Under Review
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Research Articleposted 2025-11-18 06:30:43
Bootstrap Methods for Testing Asymptotic Dependence in Multivariate Heavy-Tailed Data
Tiandong Wang, Sidney Resnick
Under Review
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Research Articleposted 2025-09-16 08:55:44
MOPED: A moving sum method for change pointdetection in pairwise extremal dependence
Euan T. McGonigle, Matthew Pawley, Jordan Richards, Christian Rohrbeck
Under Revision
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Research Articleposted 2024-04-18 08:58:45
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
Eleanor D'Arcy, Jonathan A Tawn
Published
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Research Articleposted 2022-07-22 17:26:56
Generalized Pareto Regression Trees for extreme event analysis
Sébastien Farkas, Antoine Heranval, Olivier Lopez, Maud Thomas
Published
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Research Articleposted 2022-07-14 17:53:40
A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution
Michael Stein
Published
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