Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches
arxiv(2024)
摘要
Modern inference in extreme value theory faces numerous complications, such
as missing data, hidden covariates or design problems. Some of those
complications were exemplified in the EVA 2023 data challenge. The challenge
comprises multiple individual problems which cover a variety of univariate and
multivariate settings. This note presents the contribution of team genEVA in
said competition, with particular focus on a detailed presentation of
methodology and inference.
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