Add to ORKGA simple and natural model is introduced for studying a trend in the tail of a probability distribution over time (or over space). Estimation and testing procedures are provided with application to rainfall data. KEY WORDS AND PHRASES: extreme value distribution, regular variation, extreme rainfall
Abstract Extreme rainfall events and the clustering of extreme values provide fundamental informatio...
Hourly precipitation extremes are crucial in hydrological design. Their frequency and magnitude is e...
This dissertation has 4 chapters, in which we attempt to explore and analyze the structure of extrem...
The climate change dispute is about changes over time of environmental characteristics (such as rain...
This work focuses on statistical methods to understand how frequently rare events occur and what the...
Economic analysis of weather risk often depends on accurate assessment of the probability (P) of tai...
Extreme rainfall events are meteorological hazards that cause great damage and many casualties in th...
International audienceMany risk measures can be found in the literature such as the Value-at-Risk an...
While much effort in the development of statistical methods aims at characterising some properties o...
The statistical theory of extremes is extended to independent multivariate observations that are non...
Assessment of trend has been a topic of major interest in extreme value analysis in recent years. Mu...
This thesis develops statistical models for capturing the dependence characteristics and distributio...
Abstract This paper is dedicated to the estimation of extreme quantiles and tail index from heavy-t...
The study of extreme values is of crucial interest in many contexts. The concentration of pollutants...
We propose a dynamic semi-parametric framework to study time variation in tail parameters. The frame...
Abstract Extreme rainfall events and the clustering of extreme values provide fundamental informatio...
Hourly precipitation extremes are crucial in hydrological design. Their frequency and magnitude is e...
This dissertation has 4 chapters, in which we attempt to explore and analyze the structure of extrem...
The climate change dispute is about changes over time of environmental characteristics (such as rain...
This work focuses on statistical methods to understand how frequently rare events occur and what the...
Economic analysis of weather risk often depends on accurate assessment of the probability (P) of tai...
Extreme rainfall events are meteorological hazards that cause great damage and many casualties in th...
International audienceMany risk measures can be found in the literature such as the Value-at-Risk an...
While much effort in the development of statistical methods aims at characterising some properties o...
The statistical theory of extremes is extended to independent multivariate observations that are non...
Assessment of trend has been a topic of major interest in extreme value analysis in recent years. Mu...
This thesis develops statistical models for capturing the dependence characteristics and distributio...
Abstract This paper is dedicated to the estimation of extreme quantiles and tail index from heavy-t...
The study of extreme values is of crucial interest in many contexts. The concentration of pollutants...
We propose a dynamic semi-parametric framework to study time variation in tail parameters. The frame...
Abstract Extreme rainfall events and the clustering of extreme values provide fundamental informatio...
Hourly precipitation extremes are crucial in hydrological design. Their frequency and magnitude is e...
This dissertation has 4 chapters, in which we attempt to explore and analyze the structure of extrem...