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 ...
We use a combination of extreme value statistics, survival analysis and computer-intensive methods to analyse the mortality of Italian and French semi-supercentenarians. After accounting for the effects of the sampling frame, extreme-value modelling leads ...
xtreme value analysis is concerned with the modelling of extreme events such as floods and heatwaves, which can have large impacts. Statistical modelling can be useful to better assess risks even if, due to scarcity of measurements, there is inherently ver ...
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 ...
In causal inference the effect of confounding may be controlled using regression adjustment in an outcome model, propensity score adjustment, inverse probability of treatment weighting or a combination of these. Approaches based on modelling the treatment ...
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 ...
