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Modelling Extremes of the Areal Rainfall Process
7 references·14 citing·33 second hop
Modelling Extremes of the Areal Rainfall Process (1996)Modelling Extremes of the Areal Rainfall …Statistical methods for multivariate extremes: an application to structural design. (1994)Statistical methods for multi…Statistical Methods for Multivariate Extremes: An Application to Structural Design (1994)Statistical Methods for Multi…Statistics for Spatial Data (1993)Statistics for Spatial DataModelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…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…A Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Functional Peaks-Over-Threshold Analysis (2022)Functional Peaks-Over-Thresho…High-dimensional peaks-over-threshold inference (2018)High-dimensional peaks-over-t…On spatial extremes: With application to a rainfall problem (2015)On spatial extremes: With app…Max-stable processes for modeling extremes observed in space and time (2013)Max-stable processes for mode…Extreme market risk and extreme value theory (2012)Extreme market risk and extre…Bias correction in extreme value statistics with index around zero (2012)Bias correction in extreme va…Conditional sampling for spectrally discrete max-stable random fields (2011)Conditional sampling for spec…On the estimation and application of max-stable processes (2009)On the estimation and applica…On spatial extremes: With application to a rainfall problem (2008)On spatial extremes: With app…Hierarchical modeling for extreme values observed over space and time (2008)Hierarchical modeling for ext…Inequalities for the Extremal Coefficients of Multivariate Extreme Value Distributions (2002)Inequalities for the Extremal…Extremal Analysis of Processes Sampled at Different Frequencies (2000)Extremal Analysis of Processe…A Comparison of Methods for Estimating the Extremal Index (2000)A Comparison of Methods for E…Spatial Regression Models for Extremes (1999)Spatial Regression Models for…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)Bivariate Extreme Value Theory: Models and Estimation (1988)Sea and Wind: Multivariate Extremes at Work (1998)Spatial modeling of extreme snow depth (2011)A review of quantification methodologies for multi-hazard interrelationships (2019)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)An Introduction to Statistical Modeling of Extreme Values (2001)Continuous Spatial Process Models for Spatial Extreme Values (2010)Hierarchical Modeling and Analysis for Spatial Data (2014)30 Years of space–time covariance functions (2020)Advances in statistical modeling of spatial extremes (2020)Residual Life Time at Great Age (1974)Extreme Value Theory : An Introduction (2006)Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)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)Stochastic Differential Equations (2003)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)Multivariable geostatistics in S: the gstat package (2004)Methods to account for spatial autocorrelation in the analysis of species distributional data: a review (2007)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)Markov chain models for threshold exceedances (1997)
this work references cited by second hop

References

  • 1993Statistics for Spatial Data6,517 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
  • 1991Modelling Extreme Multivariate Events529 cited
  • 1984A Spectral Representation for Max-stable Processes521 cited
  • 1994Statistical Methods for Multivariate Extremes: An Application to Structural Design278 cited
  • 1994Statistical methods for multivariate extremes: an application to structural design.224 cited

Cited by

  • 2008Hierarchical modeling for extreme values observed over space and time203 cited
  • 2015On spatial extremes: With application to a rainfall problem161 cited
  • 2008On spatial extremes: With application to a rainfall problem144 cited
  • 1999Spatial Regression Models for Extremes130 cited
  • 2000A Comparison of Methods for Estimating the Extremal Index92 cited
  • 2018High-dimensional peaks-over-threshold inference81 cited
  • 2011Conditional sampling for spectrally discrete max-stable random fields63 cited
  • 2012Extreme market risk and extreme value theory57 cited

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  • 2000Extremal Analysis of Processes Sampled at Different Frequencies55 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
  • 2012Bias correction in extreme value statistics with index around zero44 cited
  • 2022Functional Peaks-Over-Threshold Analysis43 cited