Research
Research interests:
Statistics of Extremes
Asymptotic Statistics
Non-Parametric Statistics
Probabilistic forecast of extreme events
Papers
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks, with Phyllis Wan and Gamze Ozel, submitted.
Improving precipitation forecasts using extreme quantile regression, with Jasper Velthoen, Geurt Jongbloed, and Maurice Schmeits, accepted for publication in Extremes (2019).
Estimation of the marginal expected shortfall under asymptotic independence, with Eni Musta, Scandinavian Journal of Statistics (2019).
A high quantile estimator based on the log-Generalised Weibull tail limit, with C. de Valk, Econometrics and Statistics (2017).
Modified marginal expected shortfall under asymptotic dependence, with V. Chavez-Demoulin and A. Guillou, Biometrika 104 (2017).
Estimating the age of Risso’s dolphins (Grampus griseus) based on skin appearance, with K.L. Hartman, A. Wittich , F. H. van der Meulen and J.M.N. Azevedo, Journal of Mammalogy 97 (2016).
Estimation of MES: the mean when a related variable is extreme, with John H.J. Einmahl, Laurens de Haan and Chen Zhou, Journal of the Royal Statistical Society: Series B, 77 (2015).
Bias correction in extreme value statistics with index around zero, with Laurens de Haan and Chen Zhou, Extremes 16 (2013).
Environmental data: multivariate Extreme Value Theory in practice, with Anne-Laure Fougères and Cécile Mercadier, a Journal de la Société Française de Statistique 154 (2013).
Estimation of extreme risk regions under multivariate regular variation, with John H.J. Einmahl and Laurens de Haan, Annals of Statistics 39 (2011).
Nonlinear wavelet density estimation for truncated and dependent observations, with Han-Ying Liang, International Journal of Wavelets, Multiresolution and Information Processing 9 (2011).
Grant
NWO – TTW (open technology project) : Probabilistic forecasts of extreme weather utilizing advanced methods from extreme value theory
PhD Thesis
Estimation concerning risk under extreme value conditions, 2012.