Suggested Papers for STAT 548 (2020/2021)
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).
1) J.L. Wadsworth et al. (2016). Modelling across extremal
dependence classes. J. R. Statist. Soc. B. 79: 149-175.
2) C. de Valk (2016). Approximation and estimation
of very small probabilities of multivariate extreme events. Extremes
3) Beranger, B., Padoan, S.A. & Sisson, S.A (2019). Estimation
and uncertainty quantification for extreme quantile regions. Extremes,
4) Jiang Y., Cooley D., Wehner M.P. (2020). Principal Component
Analysis for Extremes and Application to US Precipitation. Journal
of Climate, 33 (15): 6441-6451.