Brief communication "Models for the
exceedances of high - Brief ...
by G Tzavelas - 2010 - Related articles
http://www.nat-hazards-earth-syst-sci.net/10/105/2010/nhess-10-105-2010.pdf
Markov
chain models for threshold
exceedances
dotted curves. All exceedances and cluster maxima correspond to the Markov model and the Davison & Smith (1990) approaches respectively. ...
http://biomet.oxfordjournals.org/cgi/reprint/84/2/249.pdf
Models for the extremes of Markov chains
DAVISON, A. C. & SMITH, R. L. (1990). Models for exceedances over high thresholds (with Discussion). J. R.. Statist. Soc. B 52, 393-441 ...
http://biomet.oxfordjournals.org/cgi/reprint/85/4/851.pdf
Exceedances
over High Thresholds: A Guide to Threshold Selection
[2] Davison, A.C. and Smith, R.L., ``Models for exceedances over high thresholds,'' J. R. Statist. Soc. B 52(3),. 393±442, (1990). ...
http://www.springerlink.com/index/VH41113075Q32561.pdf
A loss
function approach to identifying environmental
exceedances
Davison, A.C., Smith, R.L.: Models for exceedances over high thresholds (with discussion). J. R.. Stat. Soc., Ser. B 52, 393–442 (1990) ...
http://www.springerlink.com/index/N8541NM1J066W518.pdf
Spatial Extremes and Applications: Discussion Outcomes
by AC Davison - 2009 - Related articles
http://extremes.epfl.ch/webdav/site/extremes/users/111184/public/WorkshopJuly09/ExtremesDiscussionsOutcomes.pdf
Modelling extreme sea states with covariates
A.C. Davison and R. L. Smith. Models for exceedances over high thresholds. J. R. Statist. Soc. B, 52:393, 1990. E.F. Eastoe and J.A. Tawn. ...
http://extremes.epfl.ch/webdav/site/extremes/users/111184/public/WorkshopSept09/Jonathan.pdf
A
hierarchical model for extreme wind speeds
by L Fawcett - 2006 - Cited by 6
http://www.mas.ncl.ac.uk/~nlf8/Publications/Fawcett.pdf
6 R session:
Multivariate extremes and Bayesian inference
A Random Effects Analysis of Extreme Wind Speed Data. Preprint. Davison, A.C. and Smith, R.L. (1990). Models for Exceedances over High Thresholds (with ...
http://www.mas.ncl.ac.uk/~nlf8/part6.pdf
The Effect of Temporal Dependence and Seasonality on Return Level
...
Davison, A. C. and Smith, R. L. (1990). Models for exceedances over high thresholds (with discussion). Journal of the Royal Statistical Society, 52:393–442. ...
http://www.statssa.gov.za/isi2009/ScientificProgramme/IPMS/1191.pdf
MEASURING
RISK WITH EXTREME VALUE THEORY Richard L Smith Н 1
...
by RL Smith - Cited by 41
http://www.stat.unc.edu/postscript/rs/var.pdf
MAX-STABLE
PROCESSES AND SPATIAL EXTREMES RICHARD L. SMITH
...
by RL SMITH - 1990 - Cited by 44
http://www.stat.unc.edu/postscript/rs/spatex.pdf
Advanced
approaches in PDS/POT modelling of extreme hydrological ...
by D Rosbjerg - 2004 - Cited by 1
http://www.hydrology.org.uk/Publications/imperial/2_19.pdf
A
PEAKS OVER THRESHOLD MODEL FOR CHANGE-POINT
DETECTION BY WAVELETS
by M Raimondo - 2004 - Cited by 24
http://www.cmi.univ-mrs.fr/~cavalier/Marc/pdffile/sinica04.pdf
Developing
Scenarios for Future Extreme Losses Using the POT
Model
by AJ McNeil - 1998 - Cited by 9
http://www.math.ethz.ch/~mcneil/ftp/scenario.pdf
Estimating
Value-at-Risk: A point process approach
by V Chavez-Demoulin - 2004 - Cited by 4
http://www.math.ethz.ch/riskometer/self.pdf
Anthony Christopher Davison
Davison, A. C. and Smith, R. L. (1990) Models for exceedances over high thresholds (with Discus- sion). Journal of the Royal Statistical Society, series B, ...
http://alfa.fct.mctes.pt/apoios/unidades/avaliacoes/2007/cvs/Anthony_Davison.pdf
Nonstationary Extremes and the US Business Cycle
File Format: PDF/Adobe Acrobatby M de Carvalho - 2010Davison, A. C., and Smith, R. (1990), “Models for Exceedances Over High Thresholds,” Journal of the. Royal Statistical Society, Ser. B, 52, 393–442. Davison ...
http://www.bportugal.pt/pt-PT/BdP Publicaes de Investigao/WP201003.pdf
SMOOTH EXTREMAL MODELS IN FINANCE
Davison, A. C., and R. L. Smith, 1990, Models for Exceedances Over High Thresholds. (with Discussion), Journal of the Royal Statistical Society B, ...
http://papers.ssrn.com/sol3/Delivery.cfm/jori_085.pdf?abstractid=541825&mirid=1
A New Method to Choose the Threshold in the POT
Model
Davison, A.C., Smith, R.L., 1990, Models for exceedances over high thresholds. (with discussion), J.R. Statist. Soc. 52, 393-442. ...
http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID987796_code681878.pdf?abstractid=987796&mirid=1
Parameter
estimation for 3-parameter generalized pareto ...
by VP SINGH - Cited by 14
http://www.itia.ntua.gr/hsj/40/hysj_40_02_0165.pdf
A Default Bayesian
analysis of the Nidd River da- ta
by S Cabras - Related articles
http://www.uv.es/gudo/GUDO2/resumen_Cabras.pdf
ARE
OZONE EXCEEDANCE RATES DECREASING? COMMENT ON
"EXTREME VALUE ...
The evidence in Smith (1989) for decreasing exceedance rates consists mainly of the fact that the estimated trend was downward in all the models that ...
http://www.stat.washington.edu/research/reports/1989/tr165.pdf
Are ozone exceedance rates decreasing - STÖR
by AE Raftery - 1989 - Cited by 12
http://www.stat.washington.edu/raftery/Research/PDF/rlsmith-comment1989.pdf
An Introduction to Trends in Extreme Weather and Climate Events
...
by GA Meehl - 2000 - Cited by 125
http://sciencepolicy.colorado.edu/admin/publication_files/resource-53-2000.01.pdf
Drought analysis based on a marked cluster Poisson - Title ...
Davison, A. C., and R. L. Smith, 1990: Models for exceedances over high thresholds. J. R. Statist. Soc. B, 52 3, 393-442. Davison, A. C. and D. V. Hinkley, ...
http://metodosestadisticos.unizar.es/personales/acebrian/publicaciones/PPClag05.pdf
TREND AND VARIABILITY ANALYSIS OF RAINFALL SERIES AND THEIR ...
by J Abaurrea - Cited by 2
http://metodosestadisticos.unizar.es/personales/acebrian/publicaciones/AbCeSPRIN.pdf
Extreme
Wind Estimates by the Conditional Mean Exceedance
Procedure
Davison, A.C., and Smith, R.L. (1990), “Models of Exceedances Over High Thresholds,”. Journal of the Royal Statistical Society, Series B, Vol. 52, pp. ...
http://www.itl.nist.gov/div898/winds/pdf_files/b95034.pdf
Estimates
of Hurricane Wind Speeds by the Teaks Over Threshold' Method
by E Simiu - Cited by 8
http://www.itl.nist.gov/div898/winds/pdf_files/b96142.pdf
Local polynomial maximum likelihood estimation for Pareto-type
...
by J Beirlant - 2004 - Cited by 15
http://perso.telecom-paristech.fr/~moulines/enseignement/probast/TailIndexCovariate.pdf
Multivariate
generalized Pareto distributions
by H Rootzén - Cited by 16
http://www.cs.chalmers.se/~rootzen/papers/mgpd.pdf
The Peaks
over Thresholds Method for Estimating High Quantiles of ...
by AJ McNeil - 1997 - Cited by 80
http://www.ma.hw.ac.uk/~mcneil/ftp/cairns.pdf
Self-Exciting Processes for Extremes in Financial Time Series
by AJ McNeil - 2005 - Related articles
http://web.wits.ac.za/NR/rdonlyres/5E88F954-4692-4110-9B03-5A7A2DEFB3BB/0/McNeilAlex.pdf
A
Fully Probabilistic Approach to Extreme Rainfall Modeling
by S Coles - Cited by 47
http://www.maths.unsw.edu.au/~scott/papers/paper_hydrology.pdf
climate events estimation of the frequency of extreme ocean The
...
Davison, A. C. & Smith, R. L. 1990 Models for exceedances over high thresholds (with discussion). J. R. Stat. Soc. B 62, 191–208. ...
http://rspa.royalsocietypublishing.org/content/462/2070/1683.full.pdf
Further
Investigation on a New Approach in Analysing Extreme Events
by J O’Connell - 2004 - Cited by 1
http://www.cmis.csiro.au/techreports/docs/x0000ihw.pdf
Extreme Value
Theory to Estimating Value at Risk
Gomes and Pestina (2007) A Sturdy Reduced-Bias Extreme Quantile Estimator, JASA. Davison and Smith (1990) Models for exceedance over high thresholds, JRSSB ...
http://www.unc.edu/~rls/s890/FengLiuWriteup.pdf
TESTING EXTREME
VALUE CONDITIONS — AN OVERVIEW AND RECENT APPROACHES
by C Neves - 2008 - Cited by 5
http://www.ine.pt/revstat/pdf/rs080106.pdf
SIMULTANEOUS
TAIL INDEX ESTIMATION
- Related articles
http://www.ine.pt/revstat/pdf/rs040102.pdf
Extremal Models for Forest fires
by NI RAMESH - Related articles
http://cms1.gre.ac.uk/conferences/iufro/fbmis/A/5_1_RameshNI_1.pdf
Working
Paper Series A point process approach to Value-at-Risk ...
by V Chavez-Demoulin - 2003 - Cited by 8
http://www.econbiz.de/archiv1/2008/49446_valu_at_risk.pdf
Wave-height
hazard analysis in Eastern Coast of Spain – Bayesian ...
by JJ Egozcue - 2005 - Cited by 3
http://www.adv-geosci.net/2/25/2005/adgeo-2-25-2005.pdf
Application
of a POT model to estimate the extreme significant
...
DAVISON, A.C. and SMITH, R.L., 1990. Models for exceedances over high thresholds (with discussion). Journal of the Royal. Statistical Society, B 52, ...
http://www.griffith.edu.au/conference/ics2007/pdf/ICS064.pdf
Models
for extremes using the extended three- parameter Burr XII ...
by WAIC IP - Related articles
http://iahs.info/hsj/494/hysj_49_04_0685.pdf
Evidence of trend in return levels for daily rainfall in New
Zealand
by CS Withers - 2000 - Cited by 7
http://www.hydrologynz.org.nz/downloads/20071015-085818-JoHNZ_2000_v39_2_Withers.pdf
Introduce Myself - Elizabeth Shamseldin
27 Apr 2006 ... Davison, A.C. and Smith, R.L. (1990), Models for exceedances over high thresholds (with discussion). J.R. Statist. Soc., 52, 393-442. ...
http://www.image.ucar.edu/pub/GSP2006PanelVisit/Elizabeth_Shamseldin.pdf
Evaluating
Predictive Performance of Value-at-Risk Models in
...
by Y Bao - Cited by 37
http://www.faculty.ucr.edu/~taelee/paper/BLSpaper1.pdf
Extreme value
analysis of Munich airpollution data
by H Küchenhoff - 1995 - Cited by 9
http://epub.ub.uni-muenchen.de/1408/1/paper_04.pdf
The FORGEX method of rainfall growth estimation I: Review of
...
by EJ Stewart - 1999 - Cited by 6
http://www.hydrol-earth-syst-sci.net/3/187/1999/hess-3-187-1999.pdf
Climate
Research 22p:27.
4 Nov 2008 ... Davison AC, Smith RL (1990) Models for exceedances over high thresholds. J R Statist Soc B 52(3):393−442. Embrechts P, Kluppelberg C, ...
http://www.int-res.com/articles/cr2002/22/c022p227.pdf
1 2
