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Regional Modelling of Extreme Storms Via Max-Stable Processes
14 references·8 citing·26 second hop
Regional Modelling of Extreme Storms Via Max-Stable Processes (1993)Regional Modelling of Extreme Storms Via …Max-stable processes and spatial extremes (2012)Max-stable processes and spat…Multivariate Extreme Value Distributions (2000)Multivariate Extreme Value Di…Statistical methods for multivariate extremes: an application to structural design. (1994)Statistical methods for multi…Directional Modelling of Extreme Wind Speeds (1994)Directional Modelling of Extr…Bivariate Threshold Methods for Extremes (1992)Bivariate Threshold Methods f…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…Models for Exceedances Over High Thresholds (1990)Models for Exceedances Over H…Modelling Multivariate Extreme Value Distributions (1990)Modelling Multivariate Extrem…Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Extreme Value Analysis of Env…Bivariate Extreme Value Theory: Models and Estimation (1988)Bivariate Extreme Value Theor…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…A Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…Identifying groups of variables with the potential of being large simultaneously (2019)Identifying groups of variabl…Exact simulation of max-stable processes (2016)Exact simulation of max-stabl…Max-stable processes for modeling extremes observed in space and time (2013)Max-stable processes for mode…Continuous Spatial Process Models for Spatial Extreme Values (2010)Continuous Spatial Process Mo…On the estimation and application of max-stable processes (2009)On the estimation and applica…Continuous Spatial Process Models for Spatial Extreme Values (2009)Continuous Spatial Process Mo…Spatial extremes: Models for the stationary case (2006)Spatial extremes: Models for …Inequalities for the Extremal Coefficients of Multivariate Extreme Value Distributions (2002)Inequalities for the Extremal…MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Markov chain models for threshold exceedances (1997)Multivariate generalized Pareto distributions (2006)A review of quantification methodologies for multi-hazard interrelationships (2019)Extreme Correlation of International Equity Markets (2001)Analysis of Financial Time Series (2006)The t Copula and Related Copulas (2007)Extreme values of independent stochastic processes (1977)Extremal Theory for Stochastic Processes (1988)Statistical Methods for Multivariate Extremes: An Application to Structural Design (1994)Modelling of extremal events in insurance and finance (1994)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)From value at risk to stress testing: The extreme value approach (2000)How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices (2006)Models for Stationary Max-Stable Random Fields (2002)Stationary max-stable fields associated to negative definite functions (2009)Likelihood-Based Inference for Max-Stable Processes (2010)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Statistical Modeling of Spatial Extremes (2012)Modelling Dependence within Joint Tail Regions (1997)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Copulas for Finance - A Reading Guide and Some Applications (2007)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Jump tails, extreme dependencies, and the distribution of stock returns (2012)Statistics of Extremes (2015)
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References

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  • 1990Models for Exceedances Over High Thresholds1,725 cited
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  • 2012Max-stable processes and spatial extremes164 cited

Cited by

  • 2010Continuous Spatial Process Models for Spatial Extreme Values137 cited

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2006
Spatial extremes: Models for the stationary case
101 cited
  • 2009Continuous Spatial Process Models for Spatial Extreme Values85 cited
  • 2016Exact simulation of max-stable processes81 cited
  • 2002Inequalities for the Extremal Coefficients of Multivariate Extreme Value Distributions48 cited
  • 2013Max-stable processes for modeling extremes observed in space and time47 cited
  • 2009On the estimation and application of max-stable processes46 cited
  • 2019Identifying groups of variables with the potential of being large simultaneously27 cited