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03/01/2021
Gradient boosting for extreme quantile regression
Extreme quantile regression provides estimates of conditional quantiles ...
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05/11/2020
Interpretable random forest models through forward variable selection
Random forest is a popular prediction approach for handling high dimensi...
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11/15/2019
A nonparametric estimator of the extremal index
Clustering of extremes has a large societal impact. The extremal index, ...
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06/17/2019
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
In an earthquake event, the combination of a strong mainshock and damagi...
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06/14/2018