Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 36, No. 3 (September/septembre 2008), pp. 383-396 (14 pages) Any continuous bivariate distribution can be expressed in ...
We propose a multivariate extreme value threshold model for joint tail estimation which overcomes the problems encountered with existing techniques when the variables are near independence. We examine ...
We adapt a semi-Bayesian hierarchical modeling framework to jointly characterize the space–time variability of seasonal precipitation totals and precipitation extremes across the Northern Great Plains ...