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Concept

Loi de Fréchet

Publications associées (8)

Fractional extreme distributions

Lotfi Boudabsa

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 ...

2020

Multivariate extremes over a random number of observations

Simone Padoan, Stefano Rizzelli

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 ...

WILEY2021

Extremal behaviour of aggregated data with an application to downscaling

Sebastian Engelke, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

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 ...

OXFORD UNIV PRESS2019

Extremal attractors of Liouville copulas

Léo Raymond-Belzile

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 ...

2017

From pointwise testing to a regional vision: An integrated statistical approach to detect nonstationarity in extreme daily rainfall. Application to the Sahelian region

Juliette Ferial Blanchet

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 ...

Wiley-Blackwell2013

Geostatistics of extremes

Anthony Christopher Davison, Mehdi Gholam

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 ...

2012

Statistical analysis of the current-sharing temperature evolution in Nb3Sn cable-in-conduit-conductors for ITER

Pierluigi Bruzzone, Rainer Wesche, Boris Stepanov, Davide Uglietti

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 ...

IEEE-Inst Electrical Electronics Engineers Inc2012

Normalization of network generalized extreme value models

Jeffrey Newman

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 ...

2008