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Statistics of extremes concerns inference for rare events. Often the events have never yet been observed, and their … event of interest may be very limited, efficient methods of inference play an important role. This article reviews this …, followed by a description of models for spatial and spatiotemporal extreme events. Finally, we discuss inference and describe …
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We consider extreme value analysis in a semi-supervised setting, where we observe, next to the n data on the target variable, n +m data on one or more covariates. This is called the semi-supervised model with n labeled and m unlabeled data. By exploiting the tail dependence between the target...
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