Below are suggestions of papers for the qualifying course. These
papers aim to address a variety of questions in the field of
multivariate extreme value theory. As is typical in this area, the
papers tend to first develop probabilistic results for extremes,
which are then used to motivate a statistical methodology and apply
it to real data.
I expect reports to be 10-15 pages long and to clearly convey main
ideas of the chosen paper, an illustration of the proposed
methodology followed by a discussion of limitations and potential
extensions of the proposed method(s).
Healy, D., Tawn, J., Thorne, P., Parnell, A. (2025). Inference
for extreme spatial temperature events in a changing climate
with application to Ireland. Journal of the Royal Statistical
Society: Series C (Applied Statistics) 74: 275-299.
Murphy-Barltrop, C. J. R. and Wadsworth, J. L. (2024).
Modelling non-stationarity in asymptotically independent
extremes. Computational Statistics & Data Analysis 199.
Y. He and J. Einmahl (2017). Estimation of extreme depth-based
quantile regions. J. R. Statist. Soc. B. 79: 449-461.
Beranger, B., Padoan, S.A. & Sisson, S.A (2019).
Estimation and uncertainty quantification for extreme quantile
regions. Extremes, https://doi.org/10.1007/s10687-019-00364-0.
Vignotto, E., Engelke, S. Extreme value theory for anomaly
detection - the GPD classifier. Extremes 23, 501-520 (2020).
https://doi.org/10.1007/s10687-020-00393-0