Suggested Papers for STAT 548 (2021/2022)

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. N. Meyer and O. Wintenberger (2021). Multivariate sparse clustering for extremes.
  2. V. Fomichov and J. Ivanovs (2020). Detection of groups of concomitant extremes using clustering.
  3. J.L. Wadsworth et al. (2016). Modelling across extremal dependence classes. J. R. Statist. Soc. B. 79: 149-175.
  4. Beranger, B., Padoan, S.A. & Sisson, S.A (2019). Estimation and uncertainty quantification for extreme quantile regions. Extremes,
  5. C. Rohrbeck and D. Cooley (2021). Simulating flood event sets using extremal principal components.
  6. Y. He and J. Einmahl (2017). Estimation of extreme depth-based quantile regions. J. R. Statist. Soc. B. 79: 449-461.
  7. Vignotto, E., Engelke, S. Extreme value theory for anomaly detection - the GPD classifier. Extremes 23, 501-520 (2020).