We consider three classes of linear differential equations on distribution functions, with a fractional order alpha is an element of [0; 1]. The integer case alpha = 1 corresponds to the three classical extreme families. In general, we show that there is a ...
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as max ...
The distribution of spatially aggregated data from a stochastic process may exhibit tail behaviour different from that of its marginal distributions. For a large class of aggregating functionals we introduce the -extremal coefficient, which quantifies this ...
Liouville copulas introduced in McNeil and Ne lehova (2010) are asymmetric generalizations of the ubiquitous Archimedean copula class. They are the dependence structures of scale mixtures of Dirichlet distributions, also called Liouville distributions. In ...
Global warming is expected to intensify the hydrologic cycle. Documenting whether significant changes in the extreme precipitation regimes have already happened is consequently one of the challenging topics in climatic research. The high natural variabilit ...
We describe a prototype approach to flexible modelling for maxima observed at sites in a spatial domain, based on fitting of max-stable processes derived from underlying Gaussian random fields. The models we propose have generalised extreme-value marginal ...
During the test of ITER conductors at nominal conditions, a degradation of the current sharing temperature has been observed after electromagnetic cyclic loading. Rather than focusing on the microscopic phenomena at the origin of the degradation, the degra ...
Generalized extreme value (GEV) models provide a convenient way to model choice behavior that is consistent with utility maximization theory, but the development of specific new models within the GEV family has been slow, due to the difficulty of ensuring ...
