MAILHOT , Mélina

This paper focuses on semi-parametric estimation of multivariate expectiles for extreme levels of risk. Multivariate expectiles and their extremes have been the focus of plentiful research in recent years. In particular, it has been noted that due to the difficulty in estimating these values for elevated levels of risk, an alternative...

This paper proposes a smooth copula-based Generalized Extreme Value (GEV) model to map and predict extreme rainfall in central eastern Canada. Furthermore, we provide a comparison with different classical interpolation-based approaches. The considered data represents a station network particularly spatially sparse. Furthermore, one observes...

This paper proposes a smooth copula-based Generalized Extreme Value (GEV) model to map and predict extreme rainfall in central eastern Canada. Furthermore, we provide a comparison with different classical interpolation-based approaches. The considered data represents a station network particularly spatially sparse. Furthermore, one observes...