|
1
|
Vettori S, Huser R, Segers J, Genton MG. Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes. J Comput Graph Stat 2019. [DOI: 10.1080/10618600.2019.1647847] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
Affiliation(s)
- Sabrina Vettori
- King Abdullah University of Science and Technology (KAUST), Computer, Electrical and Mathematical Science and Engineering Division (CEMSE), Thuwal, Saudi Arabia
| | - Raphaël Huser
- King Abdullah University of Science and Technology (KAUST), Computer, Electrical and Mathematical Science and Engineering Division (CEMSE), Thuwal, Saudi Arabia
| | - Johan Segers
- Université catholique de Louvain, Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA), Louvain-la-Neuve, Belgium
| | - Marc G. Genton
- King Abdullah University of Science and Technology (KAUST), Computer, Electrical and Mathematical Science and Engineering Division (CEMSE), Thuwal, Saudi Arabia
| |
Collapse
|
|
2
|
Mhalla L, Carvalho M, Chavez‐Demoulin V. Regression‐type models for extremal dependence. Scand Stat Theory Appl 2019. [DOI: 10.1111/sjos.12388] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Affiliation(s)
- L. Mhalla
- Geneva School of Economics and ManagementUniversité de Genève Genève Switzerland
| | - M. Carvalho
- School of MathematicsThe University of Edinburgh Edinburgh UK
| | | |
Collapse
|
|
3
|
Huser R, Dombry C, Ribatet M, Genton MG. Full likelihood inference for max‐stable data. Stat (Int Stat Inst) 2019. [DOI: 10.1002/sta4.218] [Citation(s) in RCA: 18] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
Affiliation(s)
- Raphaël Huser
- CEMSE DivisionKing Abdullah University of Science and Technology (KAUST) Thuwal Saudi Arabia
| | - Clément Dombry
- Department of MathematicsUniversity of Franche‐Comté Besançon cedex France
| | - Mathieu Ribatet
- Department of MathematicsUniversity of Montpellier Montpellier cedex 5 France
| | - Marc G. Genton
- CEMSE DivisionKing Abdullah University of Science and Technology (KAUST) Thuwal Saudi Arabia
| |
Collapse
|