Robust and efficient estimation for the Generalized Extreme-Value distribution with application to flood frequency analysis in the UK
N.Huet and I. Prosdocimi , arXiv:2510.03338 (2025) – preprint – code
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast
N.Huet, P. Naveau and A. Sabourin , arXiv:2505.00835 (2025) – preprint – code
Publications
On Regression in Extreme Regions
S. Clémençon, N. Huet and A. Sabourin , Electronic Journal of Statistics 19 (2025) – paper – code
Regular variation in Hilbert spaces and principal component analysis for functional extremes
S. Clémençon, N. Huet and A. Sabourin , Stochastic Processes and their Applications 174 (2024) – paper
PhD
Statistical learning for multivariate and functional extremes
Nathan Huet supervised by Prof. Stephan Clémençon and Prof. Anne Sabourin (2024) – manuscript – slides
Reviewer
I served as a reviewer for Journal of American Statistical Association, Environmetrics, Statistical Methods and Applications, AISTATS 2023 and ICML 2023.
