Jennifer L. Wadsworth
- Determining the dependence structure of multivariate extremes
2020/03/03 by Emma S. Simpson, E S Simpson, J L Wadsworth +3 · 5 citations
Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Climate variability and models
- Modelling across extremal dependence classes
2014/08/21 by Jennifer L. Wadsworth, Wadsworth, Jennifer, Jonathan A. Tawn +5 · 3 citations
Economics, Econometrics and Finance · #60G70 #62G32 #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Monetary Policy and Economic Impact
- Modeling of spatial extremes in environmental data science: Time to move away from max-stable processes
2024/01/30 by Raphaël Huser, Huser, Raphaël, Thomas Opitz +3 · 5 citations
Environmental Science · Computer Science · Engineering · #Soil Geostatistics and Mapping #Geochemistry and Geologic Mapping #Reservoir Engineering and Simulation Methods
- Multivariate generalized Pareto distributions: parametrizations,\n representations, and properties
2017/05/22 by Holger Rootzén, Johan Segers, Rootzén, Holger +3 · 2 citations
Mathematics · Economics, Econometrics and Finance · Decision Sciences · #Statistical Distribution Estimation and Applications #Financial Risk and Volatility Modeling #Probabilistic and Robust Engineering Design
- Modeling of spatial extremes in environmental data science: time to move away from max-stable processes
2025/01/01 by Raphaël Huser, Thomas Opitz, Jennifer L. Wadsworth · 1 voice · 2 citations
Environmental Science · #Atmospheric and Environmental Gas Dynamics #Climate variability and models #Soil Geostatistics and Mapping
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
2023/03/23 by C. J. R. Murphy‐Barltrop, Jennifer L. Wadsworth, Murphy-Barltrop, C. J. R. +3 · 1 citation
Environmental Science · Agricultural and Biological Sciences · #Hydrology and Drought Analysis #Climate variability and models #Agricultural risk and resilience
- Flood risk estimation via geometric extremal graphical models
2026/07/16 by Kristina Grolmusova, Jennifer L. Wadsworth, Thordis L. Thorarinsdottir
#stat.AP #stat.ME