Accounting for choice of measurement scale in extreme value modeling

DOI10.1214/10-AOAS333zbMath1202.62066arXiv1011.3612OpenAlexW3106118247MaRDI QIDQ614177

Jonathan A. Tawn, Jennifer L. Wadsworth, Philip Jonathan

Publication date: 27 December 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3612

zbMATH Keywords

extreme value theoryBox-Cox transformationreparameterizationsignificant wave height

Mathematics Subject Classification ID

Related Items (3)

A Poisson process reparameterisation for Bayesian inference for extremes ⋮ A flexible extreme value mixture model ⋮ A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge

Uses Software

• ismev

Cites Work

• Generalizing the Pareto to the log-Pareto model and statistical inference
• Extremes and related properties of random sequences and processes
• The continuous and differentiable domains of attraction of the extreme value distributions
• Box–Cox transformations and heavy-tailed distributions
• The two-dimensional Poisson process and extremal processes
• An introduction to statistical modeling of extreme values
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