Contributions to Likelihood-Based Modelling of Extreme Values
Related publications (190)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
The evaluation of extreme snowfalls is an important challenge for hazard management in mountainous regions. In this paper, the extreme snowfall data acquired from 40 meteorological stations in the French Alps since 1966 are analyzed using spatial extreme s ...
We examine the robustness and privacy properties of Bayesian inference under assumptions on the prior, but without any modifications to the Bayesian framework. First, we generalise the concept of differential privacy to arbitrary dataset distances, outcome ...
We review the current state of statistical modeling of asymptotically independent data. Our discussion includes necessary and sufficient conditions for asymptotic independence, results on the asymptotic independence of statistics of interest, estimation an ...
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based estimator for the ...
The issue of Coverage in visual sensor networks (VSNs) has attracted considerable attention due to sensors unique directional sensing characteristic. It answers the question that how well the target field is monitored by a network of sensors with video/ima ...
Composite likelihoods are increasingly used in applications where the full likelihood is analytically unknown or computationally prohibitive. Although some frequentist properties of the maximum composite likelihood estimator are akin to those of the maximu ...
Academia Sinica, Institute of Statistical Science2012
Global warming is expected to intensify the hydrologic cycle. Documenting whether significant changes in the extreme precipitation regimes have already happened is consequently one of the challenging topics in climatic research. The high natural variabilit ...
This work aims at identifying and quantifying uncertainties from various sources in human cardiovascular system based on stochastic simulation of a one dimensional arterial network. A general analysis of different uncertainties and probability characteriza ...
The recent availability of whole-genome sequencing data affords tremendous power for statistical inference. With this, there has been great interest in the development of polymorphism-based approaches for the estimation of population genetic parameters. Th ...
The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection. This article reviews recent progress in the ...