Cover Image

Predicting hazards of climate extremes: a statistical perspective

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Pacifici, Carlotta, Padoan, Simone A., Mysiak, Jaroslav
Format:	Preprint
Published:	2025
Subjects:	Applications 62G32, 62G05, 62G08
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

TSSS: A Novel Triangulated Spherical Spline Smoothing for Surface-based Data
by: Gu, Zhiling, et al.
Published: (2024)

Single-index models for extreme value index regression
by: Yoshida, Takuma
Published: (2022)

Asymptotic theory for extreme value generalized additive models
by: Yoshida, Takuma
Published: (2023)

Parameter estimation for the generalized extreme value distribution: a method that combines bootstrapping and r largest order statistics
by: Soto, Juan L. P.
Published: (2024)

On the importance of tail assumptions in climate extreme event attribution
by: Li, Mengran, et al.
Published: (2025)

Analyzing directional errors in spatial orientation using nonparametric circular regression with mixed covariates
by: Francisco-Fernández, Mario, et al.
Published: (2026)

Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)

On the Dirichlet-kernel Gasser--Müller estimator and its competitors for fixed design regression on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
by: Genest, Christian, et al.
Published: (2024)

Comparative Judgement Modeling to Map Forced Marriage at Local Levels
by: Seymour, R. G., et al.
Published: (2022)

Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
by: Novo, Silvia, et al.
Published: (2024)

River flow modelling using nonparametric functional data analysis
by: Quintela-del-Río, Alejandro, et al.
Published: (2024)

Estimating a regression function under possible heteroscedastic and heavy-tailed errors. Application to shape-restricted regression
by: Baraud, Yannick, et al.
Published: (2025)

Identifying arbitrary transformation between the slopes in scalar-on-function regression
by: Niyogi, Pratim Guha, et al.
Published: (2024)

Nonparametric Empirical Bayes Estimation on Heterogeneous Data
by: Banerjee, Trambak, et al.
Published: (2020)

Robust Tail Index Estimation under Random Censoring via Minimum Density Power Divergence
by: Guesmia, Nour Elhouda, et al.
Published: (2025)

Robust and Smooth Estimation of the Extreme Tail Index via Weighted Minimum Density Power Divergence
by: Mancer, Saida, et al.
Published: (2025)

IAPO estimators in Exponentiated Frechet case
by: Jordanova, Pavlina, et al.
Published: (2025)

A Benchmark Study of Classical and Dual Polynomial Regression (DPR)-Based Probability Density Estimation Technique
by: Sarkar, Shantanu, et al.
Published: (2025)

Empowering Multi-class Classification for Multivariate Functional Data with Simultaneous Feature Selection
by: Wang, Shuoyang, et al.
Published: (2025)

Multiple Imputation Methods under Extreme Values
by: Brasil, Enzo Porto
Published: (2026)

Where does the tail start? Inflection Points and Maximum Curvature as Boundaries
by: Cabral, Rafael, et al.
Published: (2024)

Average Marginal Effects in One-Step Partially Linear Instrumental Regressions
by: Girard, Lucas, et al.
Published: (2026)

Functional Extreme-PLS
by: Girard, Stéphane, et al.
Published: (2024)

Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by: Novo, Silvia, et al.
Published: (2024)

Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)

A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)

Adaptive Kernel Regression for Constrained Route Alignment: Theory and Iterative Data Sharpening
by: Du, Shiyin, et al.
Published: (2026)

A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
by: Gharbi, Rihab, et al.
Published: (2025)

Nonparametric geostatistical risk mapping
by: Fernández-casal, Rubén, et al.
Published: (2024)

Nonparametric conditional risk mapping under heteroscedasticity
by: Fernández-Casal, Rubén, et al.
Published: (2024)

A Minimax Theory of Nonparametric Regression Under Covariate Shift
by: Zamolodtchikov, Petr
Published: (2026)

Characterizing extremal dependence on a hyperplane
by: Wan, Phyllis
Published: (2024)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)

Automatic and location-adaptive estimation in functional single-index regression
by: Novo, Silvia, et al.
Published: (2024)

Fusing Sparse Observations and Dense Simulations for Spatial Extreme Value Analysis: Application to U.S. Coastal Sea Levels
by: White, Brian N., et al.
Published: (2026)

Mean and Covariance Estimation for Discretely Observed High-Dimensional Functional Data: Rates of Convergence and Division of Observational Regimes
by: Petersen, Alexander
Published: (2024)

Batch learning equals online learning in Bayesian supervised learning
by: Lê, Hông Vân
Published: (2025)

Bayesian nonparametric copulas with tail dependence
by: Ausín, Maria Concepción, et al.
Published: (2025)

Explaining the unexplainable: leveraging extremal dependence to characterize the 2021 Pacific Northwest heatwave
by: Zhang, Likun, et al.
Published: (2023)