Papers

Joint modeling of low and high extremes using a multivariate extended generalized Pareto distribution

N Alotaibi, M Sainsbury-Dale, P Naveau… - arXiv preprint arXiv …, 2025 - arxiv.org
Statistics paper stat.ME Suggest

… , with key parameters separately controlling dependence in each joint tail; and (3) the model allows for fast simulation and is thus amenable to simulation-based inference. …

Link to paper

BibTeX

@misc{alotaibi2025jointmodelinglowhigh,
title={Joint modeling of low and high extremes using a multivariate extended generalized Pareto distribution},
author={Noura Alotaibi and Matthew Sainsbury-Dale and Philippe Naveau and Carlo Gaetan and Raphaël Huser},
year={2025},
eprint={2509.05982},
archivePrefix={arXiv},
primaryClass={stat.ME},
url={https//arxiv.org/abs/2509.05982},
}

Share