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Arnab Hazra

  1. Latent Gaussian Models for High-Dimensional Spatial Extremes
    2021/10/06 by Arnab Hazra, Raphaël Huser, Hazra, Arnab +3 · 1 citation
    Environmental Science · Economics, Econometrics and Finance · #Soil Geostatistics and Mapping #Remote Sensing and LiDAR Applications #Spatial and Panel Data Analysis
  2. A multivariate spatial skew-t process for joint modeling of extreme\n precipitation indexes
    2018/12/31 by Arnab Hazra, Brian J. Reich, Hazra, Arnab +3 · 1 citation
    Agricultural and Biological Sciences · Economics, Econometrics and Finance · Environmental Science · Social Sciences · #Agricultural Economics and Policy #Applications (stat.AP) #FOS: Computer and information sciences #Insurance, Mortality, Demography, Risk Management #Soil Geostatistics and Mapping #Spatial and Panel Data Analysis
  3. Estimating Changepoints in Extremal Dependence, Applied to Aviation Stock Prices During COVID-19 Pandemic
    2023/08/26 by Arnab Hazra, Hazra, Arnab, Shiladitya Bose +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60G70 #62P05 #Applications (stat.AP) #COVID-19 Pandemic Impacts #COVID-19 epidemiological studies #FOS: Computer and information sciences #Financial Risk and Volatility Modeling
  4. Flexible Modeling of Nonstationary Extremal Dependence using Spatially-Fused LASSO and Ridge Penalties
    2022/10/11 by Xuanjie Shao, Arnab Hazra, Shao, Xuanjie +5 · 1 citation
    Environmental Science · Mathematics · #Climate variability and models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference #Statistical and numerical algorithms