Extreme value models and covariates.


Olivier Mestre (Météo-France - Toulouse)

Extreme value analysis in of high interest in climate field. After an introduction to extreme value models, we show various ways of introducing covariates in extreme value distributions, from generalized linear models to vector generalized additive models. Various examples (extremes of tropical cyclones, trends in extremes of temperatures in GCM scenarii) are shown.

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