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Improved threshold diagnostic plots for extreme value analyses
6 references·2 citing·21 second hop
Improved threshold diagnostic plots for extreme value analyses (2014)Improved threshold diagnostic plots for e…Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (2012)Likelihood-Based Procedures f…Estimating return levels from serially dependent extremes (2012)Estimating return levels from…Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights (2011)Threshold modelling of spatia…Model misspecification in peaks over threshold analysis (2010)Model misspecification in pea…An Introduction to Statistical Modeling of Extreme Values (2001)An Introduction to Statistica…Models for Exceedances Over High Thresholds (1990)Models for Exceedances Over H…L-moments for automatic threshold selection in extreme value analysis (2020)L-moments for automatic thres…Peaks-Over-Threshold Modelling of Environmental Data (2014)Peaks-Over-Threshold Modellin…Extreme Values, Regular Variation and Point Processes (1987)The Asymptotic Theory of Extreme Order Statistics (1990)Extreme Correlation of International Equity Markets (2001)Analysis of Financial Time Series (2006)The t Copula and Related Copulas (2007)Dependence Measures for Extreme Value Analyses (1999)An efficient semiparametric maxima estimator of the extremal index (2015)Statistics of Extremes (2004)Estimating Alarm Thresholds for Process Monitoring Data under Different Assumptions about the Data Generating Mechanism (2013)Modelling Extremal Events (1997)Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Non-Stationary Dependence Structures for Spatial Extremes (2016)Advances in statistical modeling of spatial extremes (2020)Modelling Time Series Extremes (2022)Statistical Analysis of Extreme Values (2007)On the Exact Distribution of Correlated Extremes in Hydrology (2019)Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation (2001)Power-Law Distributions in Empirical Data (2009)Idea Generation and the Quality of the Best Idea (2010)Quantitative Risk Management (2011)Top Incomes in the Long Run of History (2011)
this work references cited by second hop

References

  • 2001An Introduction to Statistical Modeling of Extreme Values7,338 cited
  • 1990Models for Exceedances Over High Thresholds1,725 cited
  • 2011Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights118 cited
  • 2012Estimating return levels from serially dependent extremes75 cited
  • 2010Model misspecification in peaks over threshold analysis62 cited
  • 2012Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling52 cited

Cited by

  • 2020L-moments for automatic threshold selection in extreme value analysis38 cited
  • 2014Peaks-Over-Threshold Modelling of Environmental Data37 cited

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