Image de couverture de livre

Regression modeling of multivariate precipitation extremes under regular variation

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Yadav, Rishikesh, Hazra, Arnab
Format:	Preprint
Publié:	2026
Sujets:	Methodology 62G32
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Generative modelling of multivariate geometric extremes using normalising flows
par: De Monte, Lambert, et autres
Publié: (2025)

Graphical models for multivariate extremes
par: Engelke, Sebastian, et autres
Publié: (2024)

Estimation of the number of principal components in high-dimensional multivariate extremes
par: Butsch, Lucas, et autres
Publié: (2025)

Geometric modelling of spatial extremes
par: Kakampakou, Lydia, et autres
Publié: (2025)

Modelling multivariate extreme value distributions via Markov trees
par: Hu, Shuang, et autres
Publié: (2022)

Causal tail coefficient for compound extremes in multivariate time series
par: Yin, Cathy, et autres
Publié: (2025)

A Percentile-Focused Regression Method for Applied Data with Irregular Error Structures
par: Elamir, Elsayed
Publié: (2026)

The Role of Mean Absolute Deviation Function in Obtaining Smooth Estimation for Distribution and Density Functions: Beta Regression Approach
par: Elamir, Elsayed A. H.
Publié: (2024)

Deep learning joint extremes of metocean variables using the SPAR model
par: Mackay, Ed, et autres
Publié: (2024)

On estimation and order selection for multivariate extremes via clustering
par: Deng, Shiyuan, et autres
Publié: (2024)

Modelling multivariate extremes through angular-radial decomposition of the density function
par: Mackay, Ed, et autres
Publié: (2023)

Small area estimation of dependent extreme value indices
par: Momoki, Koki, et autres
Publié: (2026)

Median Radial Function: A Robust, Covariance-Free Framework and Applications
par: Elamir, Elsayed
Publié: (2026)

Depth-Based Vector Median Absolute Deviation Moments for Robust Multivariate Shape Analysis
par: Elamir, Elsayed
Publié: (2026)

A Robust Moment System Based on Absolute Deviations and Quantile Slicing
par: Elamir, Elsayed
Publié: (2026)

Exploring Multivariate Data Using Median Absolute Deviation Depth
par: Elamir, Elsayed
Publié: (2026)

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

Graphical lasso for extremes
par: Wan, Phyllis, et autres
Publié: (2023)

Information criteria for the number of directions of extremes in high-dimensional data
par: Butsch, Lucas, et autres
Publié: (2024)

Principal component analysis for max-stable distributions
par: Reinbott, Felix, et autres
Publié: (2024)

Location- and scale-free procedures for distinguishing between distribution tail models
par: Rodionov, Igor
Publié: (2023)

Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
par: Morozov, Vladislav
Publié: (2022)

Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow
par: Pasche, Olivier C., et autres
Publié: (2021)

A sub-asymptotic model for bivariate threshold exceedances
par: Lescart, Mirco, et autres
Publié: (2026)

Structured linear factor models for tail dependence
par: Boulin, Alexis, et autres
Publié: (2025)

Explaining the unexplainable: leveraging extremal dependence to characterize the 2021 Pacific Northwest heatwave
par: Zhang, Likun, et autres
Publié: (2023)

Intrinsic Whittle--Matérn fields and sparse spatial extremes
par: Bolin, David, et autres
Publié: (2025)

Causal discovery in heavy-tailed linear structural equation models via scalings
par: Krali, Mario
Publié: (2025)

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

X-Vine Models for Multivariate Extremes
par: Kiriliouk, Anna, et autres
Publié: (2023)

Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
par: Drees, Holger
Publié: (2025)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
par: Verma, Victor, et autres
Publié: (2024)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
par: Stoepker, Ivo V., et autres
Publié: (2023)

River flow modelling using nonparametric functional data analysis
par: Quintela-del-Río, Alejandro, et autres
Publié: (2024)

Extreme-PLS with missing data under weak dependence
par: Girard, Stéphane, et autres
Publié: (2025)

Single-index models for extreme value index regression
par: Yoshida, Takuma
Publié: (2022)

Asymptotic theory for extreme value generalized additive models
par: Yoshida, Takuma
Publié: (2023)

Conditionality principle under unconstrained randomness
par: Vovk, Vladimir
Publié: (2024)

Measuring Extreme Tail Association
par: Das, Bikramjit, et autres
Publié: (2026)

Asymptotic theory for the likelihood-based block maxima method in time series
par: Carl, David L., et autres
Publié: (2025)