Markov
chain models for threshold
exceedances
Environmetrics 5, 221-39. DAVISON, A. C. & SMITH, R. L. (1990). Models for exceedances over high thresholds (with Discussion). J. R.. Statist. Soc. ...
http://biomet.oxfordjournals.org/content/84/2/249.full.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
characterization of the generalized Pareto-distribution with an
...
Davison, A. C. and Smith, R. L. (1990): Models for exceedances over high ...
http://www.springerlink.com/index/f72m08u6008x2746.pdf
-
Brief communication “Models for the
exceedances of high thresholds
...
Davison, A. C. and Smith, R. L.: Models for exceedances over high thresholds ( with discussion), J. Roy. Stat. Soc. B Met., 52, 393–. 442, 1990. ...
http://www.nat-hazards-earth-syst-sci.net/10/105/2010/nhess-10-105-2010.pdf
- The Peaks
over Thresholds Method for Estimating
High Quantiles of ...
Davison, A. & Smith, R. 1990 , `Models for exceedances over high thresholds with discussion ', Journal of the Royal Statistical Society, Series B ...
http://www.math.ethz.ch/~mcneil/ftp/cairns.pdf
- Estimating
Value-at-Risk: A point process approach
sity Press. Davison, A. C., and R. L. Smith (1990): “Models for exceedances ...
http://www.math.ethz.ch/riskometer/self.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
- MAX-STABLE
PROCESSES AND SPATIAL EXTREMES RICHARD L. SMITH
...
Davison, A.C. and Smith, R.L. (1990), Models for exceedances over high ...
http://www.stat.unc.edu/postscript/rs/spatex.pdf
-
An Objective Bayesian approach for threshold
estimation in the ...
A. C. Davison, R. L. Smith, Models for Exceedance over High Threshold, J. Roy. Stat. Soc. B 52 (3) (1990) 393–442. P. de Zea Bermudez, M. A. Turkman, ...
http://www-stat.wharton.upenn.edu/statweb/Conference/OBayes09/AbstractPapers/Castellanos_Paper.pdf
- The
tail behavior of stock index return on the Jamaican Stock
...
Davison, A. & Smith, R, ”Models for exceedances over high thresholds (with discusion),”. Journal of the Royal Statistical Society, Series B, 52, (1990), ...
http://www.centralbank.org.bb/Publications/WP2002pp103_110.pdf
-
The Spatial Variation of the Maximum Possible Pollutant
...
Davison, A. C. and R. C. Smith. Model for exceedances over high thresholds. J. R. Statist. Soc. B, 52:393–442, 1990. Ferro, C. A. T. and J. Segers. ...
http://www.iemss.org/iemss2010/papers/S02/S.02.13.The%20spatial%20variation%20of%20the%20maximum%20possible%20pollutant%20concentration%20from%20steady%20sources%20-%20NILS%20MOLE.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/files/content/sites/extremes/files/users/111184/public/WorkshopSept09/Jonathan.pdf
-
Spatial Extremes and Applications: Discussion Outcomes
Davison, A. C. and Smith, R. L. (1990) Models for exceedances over high ...
http://extremes.epfl.ch/files/content/sites/extremes/files/users/111184/public/WorkshopJuly09/ExtremesDiscussionsOutcomes.pdf
-
A Value-at-Risk Approach to Information Security Investment
Davison, A. C., R. L. Smith. 1990. Models for exceedances over high thresholds ( with discussion). J. Roy. Statist. Soc. 52 393–442. ...
http://www.som.buffalo.edu/isinterface/papers/wang08VaR.pdf
-
Extreme events in total ozone over Arosa – Part 1:
Application of ...
events (e.g. Davison and Smith, 1990). Extreme value the- ... malized exceedance over a threshold, as the threshold ap- ...... Davison, A. C. and Smith, R. L.: Models for exceedances over high thresholds (with Discussion), Journal of ...
http://www.atmos-chem-phys.org/10/10021/2010/acp-10-10021-2010.pdf
-
ESTIMATING THE EXTREMAL INDEX RICHARD L. SMITH
University of North ...
Davison, A.C. and Smith, R.L. (1990), Models for exceedances over high thresholds. (with discussion). J.R. Statist. Soc. B 52, 393-442. ...
http://www.stat.ncsu.edu/library/mimeo.archive/ISMS_1991_2066.pdf
-
An Introduction to Trends in Extreme Weather and Climate Events
...
impetus for this and the accompanying papers. References. Davison, A. C., and R. L. Smith, 1990: Models for exceedances over high thresholds. J. Roy. Stat. ...
http://sciencepolicy.colorado.edu/admin/publication_files/resource-53-2000.01.pdf
-
Research Statement
[11] A. Davison and R. Smith. Models for exceedances over high thresholds. Journal of the Royal Statistical Society. Series B, 52(3):393–42, 1990. ...
http://www.stat.columbia.edu/~ghosh/Souviks_Homepage/Home_files/RS_SouvikGhosh.pdf
-
Extreme events in total ozone over Arosa -- Part
1
Davison, A. C. and Smith, R. L.: Models for Exceedances over High Thresholds, J. Roy. Stat. Soc. Ser. B, 52(3) 393–442, 1990. Fawcett, L. and Walshaw, ...
http://www.atmos-chem-phys-discuss.net/10/12765/2010/acpd-10-12765-2010.pdf
- Modelling
Excesses Over High Thresholds by Perturbed
Generalized ...
Bulletin 31, 41-62. Davison, A.C. and Smith, R.L. (1990). Models for exceedances over high thresholds, J. R. Stat. Soc., Ser. B 통2, 393-442. ...
http://alexandria.tue.nl/repository/books/559237.pdf
-
east coast Bayesian modelling of extreme surges on the UK
Jun 14, 2005 ... Davison, A. C. & Smith, R. L. 1990 Models for exceedances over high thresholds ( with discussion). J. R. Stat. Soc. B 52, 393–442. ...
http://rsta.royalsocietypublishing.org/content/363/1831/1387.full.pdf
- Parameter
estimation for 3-parameter generalized pareto
...
Davison, A. C. & Smith, R. L. (1990) Models for exceedances over high thresholds . /. Roy. Statist. Soc. B 52(3), 393-442. ...
http://itia.ntua.gr/hsj/40/hysj_40_02_0165.pdf
- Accounting for
choice of measurement scale in extreme value
modeling
DAVISON, A. C. and SMITH, R. L. (1990). Models for exceedances over high thresholds (with discussion). J. R. Statist. Soc. Ser. B Stat. Methodol. ...
http://www.maths.lancs.ac.uk/~wadsworj/WTJ2010.pdf
-
Technical Report 2010.11
(1975)) with particular attention to model exceedances of a random variable Z over a fixed high threshold, u (Davison and Smith (1990)). ...
http://www.analisisderiesgos.org/docs/TR/2010/Technical_Report_2010_11.pdf
- Bayesian
trend analysis for daily rainfall series of Barcelona
Davison, A. and Smith, R.: Models for exceedances over high thresholds (with discussion), J. Roy. Statist. Soc. B, 52, 393–442,. 1990. ...
http://www.adv-geosci.net/26/71/2010/adgeo-26-71-2010.pdf
-
CHANGES IN EXTREME RAINFALL EVENTS IN SOUTH AFRICA 1. Introduction
...
Water Vapour Transport over Southern Africa', WaterSA 22, 297–305. Davison, A. C. and Smith, R. L.: 1990, 'Models for Exceedances over High Thresholds', ...
http://www.clas.ufl.edu/users/prwaylen/reprints/Changes%20in%20Extreme%20Rainfall%20Events%20in%20South%20Africa.pdf
- Chapter
5 Extreme Value Methods for Modelling Historical Series of
...
[5] Davison, A.C. & Smith, R.L. 1990. Models for exceedances over high thresholds (with discussion). Journal of the Royal Statistical Society, ...
http://www.cas.usf.edu/~cconnor/geolsoc/html/chapter5.pdf
- A Default Bayesian
analysis of the Nidd River da- ta
Davison, A. C. y Smith, R. L. (1990). Models for exceedances over high thresholds. Journal of the Royal Statistical Society, Series B 52:393–442. ...
http://www.uv.es/gudo/GUDO2/resumen_Cabras.pdf
-
A New Method to Choose the Threshold in the POT
Model
very high frequency data, Journal of Empirical Finance 4, 241-257. Davison, A.C. , Smith, R.L., 1990, Models for exceedances over high thresholds ...
http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID987796_code681878.pdf?abstractid=987796&mirid=1
-
MEASURING RISK WITH EXTREME VALUE THEORY Richard L
Smith Н 1 ...
Davison, A.C. and Smith, R.L. (1990), Models for exceedances over high thresholds. (with discussion). J.R. Statist. Soc. B 52, 393-442. ...
http://www.stat.colostate.edu/~rdavis/nberpapers/rsmith.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
- Estimates
of Hurricane Wind
Davison, A.C., and Smith, R.L. (1990), "Models of Exceedances Over High Thresholds," L. Royal Stat. Soc., B-52, 339-442. L. de Haan (1994), "Extreme Value ...
http://www.itl.nist.gov/div898/winds/pdf_files/b96142.pdf
-
Estimating Uncertainty in the Extreme Value Analysis of Data
...
Davison, A. C., and Smith, R. L. (1990). ''Models for exceedances over high thresholds (with Discussion).'' J. R. Stat. Soc. Ser. B. Methodol., ...
http://apps.asce.org/files/pdf/hurricane/Models_and_Simulation/Estimating_Uncertainty_in_the_Extreme_Value_Analysis_of_Data_Generated_by_a_Hurricane_Simulation_Model.pdf
- A review of
statistical methods for the meteorological adjustment
...
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.nrcse.washington.edu/pdf/trs26_ozone.pdf
- A
PEAKS OVER THRESHOLD MODEL FOR CHANGE-POINT
DETECTION BY WAVELETS
Daubechies, I. (1992). Ten Lectures on Wavelets. Vol. 61. SIAM, Philadelphia. Davison, A. and Smith, R. (1990). Models for exceedances over high thresholds. ...
http://www.cmi.univ-mrs.fr/~cavalier/Marc/pdffile/sinica04.pdf
-
A New Method to Choose the Threshold in the POT
Model
[6] Davison, A. C., and Smith, R. L., "Models for Exceedances Over High. Thresholds" (with comments), Journal ofthe Royal Statistical Society, Sere ...
http://ieeexplore.ieee.org/iel5/5398726/5405767/05405916.pdf?arnumber=5405916
-
Hedge Funds: A Look Beyond the Sample
Davison A.C. and R.L. Smith (1990), “Models for exceedances over high thresholds . (with discussion),” Journal of the Royal Statistical Society B, 52 (3), ...
http://www.edhec-risk.com/edhec_publications/RISKReview1055928537822396681/attachments/EDHEC_HFs_A_Look_Beyond_the_Sample.pdf
- Tests of
the Generalized Pareto Distribution for Predicting
...
ted against the threshold (Davison and Smith 1990). His ...... and R. L. Smith, 1990: Models for exceedances over high thresholds. J. Roy. Stat. ...
http://www.juniata.edu/faculty/pelkey/extremwinds.pdf
- Quasi-conjugate
Bayes estimates for GPD parameters and application
...
[16] Davison, A., and Smith, R. Models for exceedances over high thresholds. J. R.. Statist. Soc. B 52, 3, 393-442, (1990). [17] DEkkErs, A., Einmahl J.H.J. ...
http://www-ljk.imag.fr/SMS/ftp/RR-4803.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
-
Dependence Measures for Extreme Value Analyses
Davison, A.C. and Smith, R.L., ``Models for exceedances over high thresholds ( with discussion),'' J. R. Statist. Soc. B 52, 393±442, (1990). ...
http://www.nersc.no/~dagjs/rcourse_nzu/Papers/coles_etal_1999.pdf
- The
tail behavior of stock index return on the Jamaican Stock
...
Davison, A. & Smith, R, ”Models for exceedances over high thresholds (with discusion),”. Journal of the Royal Statistical Society, Series B, 52, (1990), ...
http://arrow.hunter.cuny.edu/research/papers/HunterEconWP305.pdf
-
Bayesian Analysis of Extreme Events with Threshold
Estimation
Davison AC, Smith RL (1990) Models for exceedances over high thresholds. Jour- nal of the Royal Statistical Society B, 52, 393-442 (With discussion.) ...
http://faculty.chicagobooth.edu/hedibert.lopes/research/pdf/behrens-lopes-gamerman.pdf
- WAVELET
SHRINKAGE VIA PEAKS OVER THRESHOLD
Davison, A.C. and Smith, R.L. (1990) Models for exceedances over high thresholds . J. R.. Statist. Soc. B 52, 393-442. Donoho, D.L. and Johnstone, ...
http://interstat.statjournals.net/YEAR/2002/articles/0205001.pdf
-
Extremal Models for Forest fires
Davison, A. C. and Smith, R. L (1990). Models for exceedances over high thresholds (with Discussion). Journal of the Royal Statistical Society series B, 52, ...
http://cms1.gre.ac.uk/conferences/iufro/fbmis/A/5_1_RameshNI_1.pdf
- NOTES AND
CORRESPONDENCE A Novel Method for the Homogenization of
...
Davison, A., and R. Smith, 1990: Model for exceedances over high thresholds. J. Roy. Stat. Soc., 52B, 393–442. TABLE 2. Trend estimations for the three case ...
http://www.medclivar.eu/Toretietal_JClimate_2010.pdf
-
Time-Varying Models for Extreme Values
Davison, A. C. and Smith, R. L. (1990) Models for exceedances over high thresholds (with comments). (mx—' r0‚ alyx t e65¥x ¢ al ‰ tatistical ‰x ciet ¢$7 ...
https://www.soe.ucsc.edu/share/technical-reports/2005/ams2005-4.pdf
-
TREND AND VARIABILITY ANALYSIS OF RAINFALL SERIES AND THEIR
...
Davison, A.C. and Smith, R. L., (1990). Models for exceedances over high thresholds. J. R. Statist. Soc. B, 52, 3, 393-442. Embrechts, P. et al., (1997). ...
http://metodosestadisticos.unizar.es/personales/acebrian/publicaciones/AbCeSPRIN.pdf
- Vertical
structure of extreme currents in the Faroe-Bank Channel
Davison, A. C. and Smith, R. L.: Models for Exceedances over. High Thresholds, J . Roy. Stat. Soc. B, 52, 3, 393–442, 1990. Dixon, M. J. and Tawn, J. A.: The ...
http://www.ann-geophys.net/23/1977/2005/angeo-23-1977-2005.pdf
-
The Peak over Threshold Method and Bootstrapping
for Estimating ...
Davison, A. C. and R. L. Smith (1990). Models of Exceedances Over High Thresholds. Journal of the. Royal Statistical Society 52(Ser. B), 393–442. ...
http://www.nd.edu/~pmc2000/pmc2000/sessions/papers/p151.pdf
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