Statistical Modeling of Extreme Events.
Philippe Naveau (LSCE-IPSL Gif-sur-Yvette)
Measuring the dependence structure among extremes in space and time is a challenging task.
In this presentation the dependence is characterized by its spectral measure. Several dependence
estimators have been suggested for maxima. We will review some recent methods
and propose and study new ones. Applications related to atmospheric science will also be presented.
If time allowed, the problem of prediction and/or downscaling of extremes will be discussed.
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