A utopic adventure in the modelling of conditional univariate and multivariate extremes

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-09-04 DOI:10.1007/s10687-024-00493-1

Léo R. Belzile, Arnab Hazra, Rishikesh Yadav

引用次数: 0

Abstract

This paper presents the contribution of Team Yahabe to the EVA (2023) Conference Data Challenge. We tackle the four problems posed by the organizers by revisiting the current and existing literature on conditional univariate and multivariate extremes. We highlight overarching themes linking the four tasks, ranging from model validation at extremely high quantile levels to building customized estimation strategies that leverage model assumptions.

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条件单变量和多变量极值建模中的乌托邦式探险

本文介绍了 Yahabe 团队对 EVA（2023 年）会议数据挑战的贡献。我们通过重新审视条件单变量和多变量极值的当前和现有文献，解决了主办方提出的四个问题。我们强调了连接这四个任务的首要主题，从极高量级的模型验证到利用模型假设建立定制的估计策略。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.