条件单变量和多变量极值建模中的乌托邦式探险

IF 1.1 3区数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Extremes Pub Date : 2024-09-04 DOI:10.1007/s10687-024-00493-1

Léo R. Belzile, Arnab Hazra, Rishikesh Yadav

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引用次数: 0

摘要

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。

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

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

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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来源期刊

Extremes MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY

CiteScore

2.20

自引率

7.70%

发文量

审稿时长

>12 weeks

期刊介绍： Extremes publishes original research on all aspects of statistical extreme value theory and its applications in science, engineering, economics and other fields. Authoritative and timely reviews of theoretical advances and of extreme value methods and problems in important applied areas, including detailed case studies, are welcome and will be a regular feature. All papers are refereed. Publication will be swift: in particular electronic submission and correspondence is encouraged. Statistical extreme value methods encompass a very wide range of problems: Extreme waves, rainfall, and floods are of basic importance in oceanography and hydrology, as are high windspeeds and extreme temperatures in meteorology and catastrophic claims in insurance. The waveforms and extremes of random loads determine lifelengths in structural safety, corrosion and metal fatigue.