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Publications associées (20)

Fractional extreme distributions

We consider three classes of linear differential equations on distribution functions, with a fractional order alpha is an element of [0; 1]. The integer case alpha = 1 corresponds to the three classical extreme families. In general, we show that there is a ...

2020

Multivariate extremes over a random number of observations

Simone Padoan, Stefano Rizzelli

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as max ...

WILEY2020

Extremal behaviour of aggregated data with an application to downscaling

Sebastian Engelke, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

The distribution of spatially aggregated data from a stochastic process may exhibit tail behaviour different from that of its marginal distributions. For a large class of aggregating functionals we introduce the -extremal coefficient, which quantifies this ...

OXFORD UNIV PRESS2019

High-dimensional peaks-over-threshold inference

Anthony Christopher Davison, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. r-Pareto processes are mathematically simpler and have the p ...

2018

Modelling landscape evolution at the flume scale

David Andrew Barry, Andrea Rinaldo, Mohsen Cheraghi

The ability of a large-scale Landscape Evolution Model (LEM) to simulate the soil surface morphological evolution as observed in a laboratory flume (1-m × 2-m surface area) was investigated. The soil surface was initially smooth, and was subjected to heter ...

2017

Extremal attractors of Liouville copulas

Liouville copulas introduced in McNeil and Ne lehova (2010) are asymmetric generalizations of the ubiquitous Archimedean copula class. They are the dependence structures of scale mixtures of Dirichlet distributions, also called Liouville distributions. In ...

2017

A radar-based regional extreme rainfall analysis to derive the thresholds for a novel automatic alert system in Switzerland

Alexis Berne, Marco Gabella, Urs Martin Germann, Luca Panziera

This paper presents a regional extreme rainfall analysis based on 10 years of radar data for the 159 regions adopted for official natural hazard warnings in Switzerland. Moreover, a nowcasting tool aimed at issuing heavy precipitation regional alerts is in ...

Copernicus GmbH2016

Solar disinfection modeling and post-irradiation response of Escherichia coil in wastewater

César Pulgarin, Stefanos Giannakis

In this work, an intensive assessment of solar disinfection of secondary wastewater was elaborated in controlled laboratory conditions. Batch tests of Escherichia coil-spiked synthetic secondary effluent, at nine different constant intensity levels, were f ...

Elsevier2015

From pointwise testing to a regional vision: An integrated statistical approach to detect nonstationarity in extreme daily rainfall. Application to the Sahelian region

Juliette Ferial Blanchet

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 ...

Wiley-Blackwell2013

Geostatistics of extremes

Anthony Christopher Davison

We describe a prototype approach to flexible modelling for maxima observed at sites in a spatial domain, based on fitting of max-stable processes derived from underlying Gaussian random fields. The models we propose have generalised extreme-value marginal ...

2012

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