Publications by Raphaël Huser

Max-infinitely divisible models and inference for spatial extremes

Raphaël Huser, Emeric Rolland Georges Thibaud

For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay, and to estimate jo ...

WILEY2021

Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures

Raphaël Huser, Emeric Rolland Georges Thibaud

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect depen ...

Elsevier Sci Ltd2017

Likelihood estimators for multivariate extremes

Anthony Christopher Davison, Raphaël Huser

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high t ...

Springer2016

Statistics of Extremes

Anthony Christopher Davison, Raphaël Huser

Statistics of extremes concerns inference for rare events. Often the events have never yet been observed, and their probabilities must therefore be estimated by extrapolation of tail models fitted to available data. Because data concerning the event of int ...

Annual Reviews2015

Space-time modelling of extreme events

Anthony Christopher Davison, Raphaël Huser

Max-stable processes are the natural analogues of the generalized extreme-value distribution when modelling extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of independent replicati ...

Wiley-Blackwell2014

Statistical Modeling and Inference for Spatio-Temporal Extremes

Raphaël Huser

EPFL2013

Composite likelihood estimation for the Brown--Resnick process

Anthony Christopher Davison, Raphaël Huser

Genton et al. (2011) investigated the gain in efficiency when triplewise, rather than pairwise, likelihood is used to fit the popular Smith max-stable model for spatial extremes. We generalize their results to the Brown--Resnick model and show that the eff ...

2013

Geostatistics of Dependent and Asymptotically Independent Extremes

Anthony Christopher Davison, Raphaël Huser, Emeric Rolland Georges Thibaud

Spatial modeling of rare events has obvious applications in the environmental sciences and is crucial when assessing the effects of catastrophic events (such as heatwaves or widespread flooding) on food security and on the sustainability of societal infras ...

Springer Heidelberg2013

Nonstationary Positive Definite Tapering On The Plane

Raphaël Huser

A common problem in spatial statistics is to predict a random field f at some spatial location t(0) using observations f(t(1)),..., f(t(n)) at t(1),..., t(n) epsilon IRd. Recent work by Kaufman et al. and Furrer et al. studies the use of tapering for reduc ...

American Statistical Association2013