A. C. Davison
- Statistical Modeling of Spatial Extremes
2012/05/01 by A. C. Davison, S. A. Padoan, M. Ribatet · 11 citations
- Bayesian Inference from Composite Likelihoods, with an Application to\n Spatial Extremes
2009/11/27 by Mathieu Ribatet, Daniel Cooley, Ribatet, Mathieu +3 · 10 citations
Environmental Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Hydrology and Drought Analysis #Methodology (stat.ME) #Soil Geostatistics and Mapping #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)
- 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
- Tail risk inference via expectiles in heavy-tailed time series
2020/04/08 by A. C. Davison, Simone A. Padoan, Davison, Anthony C. +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #60G70 #62G20 #62G32 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Recent Developments in Bootstrap Methodology
2003/05/01 by A. C. Davison, D. V. Hinkley, G. A. Young · 1 citation
- Trends in the extremes of environments associated with severe US\n thunderstorms
2019/01/30 by Erwan Koch, Jonathan Koh, Koch, Erwan +7 · 2 citations
Earth and Planetary Sciences · Environmental Science · #Applications (stat.AP) #FOS: Computer and information sciences #Meteorological Phenomena and Simulations #Plant Water Relations and Carbon Dynamics #Tree-ring climate responses
- Bayesian Uncertainty Management in Temporal Dependence of Extremes
2015/12/03 by Thomas Lugrin, Lugrin, Thomas, A. C. Davison +3 · 1 citation
Economics, Econometrics and Finance · Environmental Science · #Climate variability and models #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME)
- Heavy-tailed max-linear structural equation models in networks with hidden nodes
2023/06/27 by Mario Krali, A. C. Davison, Krali, Mario +3 · 2 citations
Physics and Astronomy · #60G70 #62D20 #62G32 #62H22 (Primary) #Complex Network Analysis Techniques #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Functional Peaks-over-threshold Analysis
2020/02/07 by Raphaël de Fondeville, A. C. Davison, de Fondeville, Raphaël +1 · 1 citation
Economics, Econometrics and Finance · Environmental Science · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME)
- A global-local approach for detecting hotspots in multiple-response\n regression
2018/11/08 by Hélène Ruffieux, A. C. Davison, Ruffieux, Hélène +11 · 1 citation
Biochemistry, Genetics and Molecular Biology · #Applications (stat.AP) #FOS: Computer and information sciences #Gene expression and cancer classification #Genetic Mapping and Diversity in Plants and Animals #Genetic and phenotypic traits in livestock