Extreme-Value Graphical Models With Multiple Covariates

To assess the risk of extreme events such as hurricanes, earthquakes, and floods, it is crucial to develop accurate extreme-value statistical models. Extreme events often display heterogeneity (i.e., nonstationarity), varying continuously with a number of covariates. Previous studies have suggested...

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Bibliographic Details
Main Authors: Yu, Hang, Dauwels, Justin, Jonathan, Philip
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2018
Subjects:
Online Access:https://hdl.handle.net/10356/89366
http://hdl.handle.net/10220/44846