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07/06/2022
Estimating the limiting shape of bivariate scaled sample clouds for self-consistent inference of extremal dependence properties
An integral part of carrying out statistical analysis for bivariate extr...
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12/17/2020
A geometric investigation into the tail dependence of vine copulas
Vine copulas are a type of multivariate dependence model, composed of a ...
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11/09/2020
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and the SPDE approach
The conditional extremes framework allows for event-based stochastic mod...
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02/11/2020
Conditional Modelling of Spatio-Temporal Extremes for Red Sea Surface Temperatures
Recent extreme value theory literature has seen significant emphasis on ...
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09/05/2018