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Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights
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Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights (2011)Threshold modelling of spatially dependen…Modelling Non-Stationary Extremes with Application to Surface Level Ozone (2008)Modelling Non-Stationary Extr…A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…Models for Stationary Max-Stable Random Fields (2002)Models for Stationary Max-Sta…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…Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Extreme Value Analysis of Env…Modelling Time Series Extremes (2022)Modelling Time Series ExtremesAdvances in statistical modeling of spatial extremes (2020)Advances in statistical model…Non-Stationary Dependence Structures for Spatial Extremes (2016)Non-Stationary Dependence Str…Return level estimation from non-stationary spatial data exhibiting multidimensional covariate effects (2014)Return level estimation from …Non‐stationary conditional extremes of northern North Sea storm characteristics (2014)Non‐stationary conditional ex…Improved threshold diagnostic plots for extreme value analyses (2014)Improved threshold diagnostic…Estimating return levels from serially dependent extremes (2012)Estimating return levels from…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)A Spectral Representation for Max-stable Processes (1984)A dependence measure for multivariate and spatial extreme values: Properties and inference (2003)Stationary max-stable fields associated to negative definite functions (2009)Likelihood-Based Inference for Max-Stable Processes (2010)Dependence Measures for Extreme Value Analyses (1999)An efficient semiparametric maxima estimator of the extremal index (2015)Statistics for Spatial Data (1993)Statistics for Spatial Data. (1993)Factor Copula Models for Replicated Spatial Data (2016)Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (2019)Higher-dimensional spatial extremes via single-site conditioning (2022)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Statistics of Extremes: Theory and Applications (2004)Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind (2014)Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz (2015)MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (2019)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Modelling Extremal Events (1997)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Statistical Modeling of Spatial Extremes (2012)A review of quantification methodologies for multi-hazard interrelationships (2019)Extreme Value Theory : An Introduction (2006)Modelling of extremal events in insurance and finance (1994)Idea Generation and the Quality of the Best Idea (2010)Quantitative Risk Management (2011)Top Incomes in the Long Run of History (2011)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)
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
  • 1989Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone682 cited
  • 2004A Conditional Approach for Multivariate Extreme Values (with Discussion)679 cited
  • 2002Models for Stationary Max-Stable Random Fields396 cited
  • 2008Modelling Non-Stationary Extremes with Application to Surface Level Ozone172 cited

Cited by

  • 2020Advances in statistical modeling of spatial extremes99 cited
  • 2022Modelling Time Series Extremes83 cited
  • 2016Non-Stationary Dependence Structures for Spatial Extremes76 cited
  • 2012Estimating return levels from serially dependent extremes75 cited
  • 2014Improved threshold diagnostic plots for extreme value analyses50 cited
  • 2014Return level estimation from non-stationary spatial data exhibiting multidimensional covariate effects42 cited
  • 2014Non‐stationary conditional extremes of northern North Sea storm characteristics40 cited

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