Modern inference in extreme value theory faces numerous complications, such as missing data, hidden covariates or design problems. Some of those complications were exemplified in the EVA 2023 data challenge. The challenge comprises multiple individual problems which cover a variety of univariate and multivariate settings. This note presents the contribution of team genEVA in said competition, with particular focus on a detailed presentation of methodology and inference.
翻译:现代极值理论中的推断面临诸多复杂挑战,例如数据缺失、隐协变量或设计问题。其中部分挑战在EVA 2023数据挑战赛中得到了具体体现。该挑战赛包含多个独立问题,涵盖了单变量与多变量场景。本文展示了genEVA团队在此次竞赛中的贡献,重点详细阐述了方法论与推断过程。