Anthony Christopher Davison

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Publications associées (93)

Tail Risk Inference via Expectiles in Heavy-Tailed Time Series

Anthony Christopher Davison

Expectiles define the only law-invariant, coherent and elicitable risk measure apart from the expectation. The popularity of expectile-based risk measures is steadily growing and their properties have been studied for independent data, but further results ...

TAYLOR & FRANCIS INC2022

Is There a Cap on Longevity? A Statistical Review

Anthony Christopher Davison, Léo Raymond-Belzile

There is sustained and widespread interest in understanding the limit, if there is any, to the human life span. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social security sys ...

ANNUAL REVIEWS2022

Functional peaks-over-threshold analysis

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

Peaks-over-threshold analysis using the generalised Pareto distribution is widely applied in modelling tails of univariate random variables, but much information may be lost when complex extreme events are studied using univariate results. In this paper, w ...

WILEY2022

Downscaling of Historical Wind Fields over Switzerland Using Generative Adversarial Networks

Anthony Christopher Davison, Ophélia Mireille Anna Miralles

Near-surface wind is difficult to estimate using global numerical weather and climate models, because airflow is strongly modified by underlying topography, especially that of a country such as Switzerland. In this article, we use a statistical approach ba ...

2022

Improved Inference On Risk Measures For Univariate Extremes

Anthony Christopher Davison, Léo Raymond-Belzile

We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether higher-order approxima ...

INST MATHEMATICAL STATISTICS-IMS2022

Causal modelling of heavy-tailed variables and confounders with application to river flow

Anthony Christopher Davison, Valérie Chavez

Confounding variables are a recurrent challenge for causal discovery and inference. In many situations, complex causal mechanisms only manifest themselves in extreme events, or take simpler forms in the extremes. Stimulated by data on extreme river flows a ...

SPRINGER2022

Trends in the Extremes of Environments Associated with Severe US Thunderstorms

Anthony Christopher Davison, Erwan Fabrice Koch, Jonathan Koh Boon Han

Severe thunderstorms can have devastating impacts. Concurrently high values of convective available potential energy (CAPE) and storm relative helicity (SRH) are known to be conducive to severe weather, so high values of PROD - (CAPE)(1/2) x SRH have been ...

AMER METEOROLOGICAL SOC2021

Sub‐asymptotic motivation for new conditional multivariate extreme models

Anthony Christopher Davison, Thomas Lugrin, Jonathan A. Tawn

Statistical models for extreme values are generally derived from non-degenerate probabilistic limits that can be used to approximate the distribution of events that exceed a selected high threshold. If convergence to the limit distribution is slow, then th ...

2021

Parameter estimation for discretely observed linear birth-and-death processes

Anthony Christopher Davison, Sophie Myriam Hautphenne, Andrea Kraus

Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, as the likelihood can become numerically unstable when data arise fro ...

WILEY2021

Practical issues with modeling extreme Brazilian rainfall

Anthony Christopher Davison, Isolde Santos Previdelli, Paulo Vitor Da Costa Pereira

Accurately quantifying extreme rainfall is important for the design of hydraulic structures, for flood mapping and zoning and for disaster management. In order to produce maps of estimates of 25-year rainfall return levels in Brazil, we selected 893 shorte ...

BRAZILIAN STATISTICAL ASSOCIATION2021

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