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Name: Jenny Wadsworth
Talk Title: Extremal Dependence Properties and Representations for Spatial Extremes
Abstract: We examine the differences between spatial extreme value representations when focusing on the joint tail versus taking the approach of conditioning on a single location being extreme. As a case study, we explore the model proposed in Huser and Wadsworth (2019), and elucidate why parameter changes that result in different strengths of joint tail dependence do not alter the limiting conditional extremes representation. This is illustrated geometrically via the shape of limit sets for the finite-dimensional margins. Based on joint work with Natalia Nolde.
This talk is an invited talk at EVA 2021.