Extreme value methods for estimating rare events in Utopia
Utopia 数据挑战中罕见事件估计的极值方法
To capture the extremal behaviour of complex environmental phenomena in practice, flexi\-ble techniques for modelling tail behaviour are required. In this paper, we introduce a variety of such methods, which were used by the Lancopula Utopiversity team to tackle the EVA (2023) Conference Data Challenge. This data challenge was split into four challenges, labelled C1-C4. Challenges C1 and C2 comprise univariate problems, where the goal is to estimate extreme quantiles for a…