Raphaël de Fondeville

EPFL SB MATH STAT
MA A1 413 (Bâtiment MA)
Station 8
CH-1015 Lausanne

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Administrative data

Publications

Papers

de Fondeville, R. and Davison, A.C. (2019). Functional peaks-over-threshold analysis and generalized r-Pareto process. Preprint.

Taillardat, M., Fougères, A-L.,Naveau P. and de Fondeville, R. (2019). Extreme events evaluation using CRPS distributions. arXiv:1905.04022

Engleke, S., de Fondeville, R. and Oesting, M. (2019). Extremal behaviour of aggregated data with an application to downscaling. Biometrika 106(1).

de Fondeville, R. and Davison, A. C. (2018). High-dimensional peaks-over-threshold inference. Biometrika 105(3).

Software

mvPot: Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events, R package available on CRAN.