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Conditional Extreme Value Models: Fallacies and Pitfalls
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Conditional Extreme Value Models: Fallacies and Pitfalls

H. Drees
Anja Janssen
ArXiv (abs)PDFHTML

Papers citing "Conditional Extreme Value Models: Fallacies and Pitfalls"

3 / 3 papers shown
Title
Some benefits of standardisation for conditional extremes
Some benefits of standardisation for conditional extremes
C. Rohrbeck
J. Tawn
20
1
0
22 Sep 2022
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields
Emma S. Simpson
Thomas Opitz
J. Wadsworth
85
16
0
09 Nov 2020
Statistical inference for heavy tailed series with extremal independence
Statistical inference for heavy tailed series with extremal independence
Clémonell Bilayi-Biakana
Rafal Kulik
P. Soulier
92
3
0
29 Apr 2018