BERNARDINO , Elena

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on R2. Conditioned on exceedance of a high threshold at a location s, the extremal range at s is the random variable defined as the smallest distance from s to a location where there is a non-exceedance. We leverage tools from...

In this paper we consider digital images for which the pixels values are given by a sequence of independent and identically distributed variables within an observation window. We proceed to the construction of an unbiased estimator for the perimeter without border effects. The study of the first and second moments of the perimeter allows to...

The present article is devoted to the semi-parametric estimation of multivariate expectiles for extreme levels. The considered multivariate risk measures also include the possible conditioning with respect to a functional covariate, belonging to an infinite-dimensional space. By using the first order optimality condition, we interpret these...

Geometric properties of excursion sets above a given quantile level provide meaningful theoretical and statistical characterizations for stochastic processes defined on Euclidean domains. Many theoretical results have been obtained for excursions of Gaussian processes and include expected values of the so-called Lipschitz-Killing curvatures...

In this paper we consider digital images for which the pixels values are given by a sequence of independent and identically distributed variables within an observation window. We proceed to the construction of an unbiased estimator for the perimeter without border effects. The study of the first and second moments of the perimeter allows to...

The excursion set of a C2 smooth random field carries relevant information in its various geometric measures. From a computational viewpoint, one never has access to the continuous observation of the excursion set, but rather to observations at discrete points in space. It has been reported that for specific regular lattices of points in...