Threshold selection for regional peaks-over-threshold data

DOI10.1080/02664763.2015.1100589MaRDI QIDQ5138076zbMATH OpenOpenAlexFDO

Authors

Publication date 3 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2015.1100589

zbMATH Keywords

peaks-over-thresholdprecipitationregional frequency analysisthreshold selection

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A discussion on mean excess plots
• A regional Bayesian POT model for flood frequency analysis
• A review of extreme value threshold estimation and uncertainty quantification
• Adaptive estimates of parameters of regular variation
• An introduction to copulas.
• An introduction to statistical modeling of extreme values
• Dependence measures for extreme value analyses
• Diagnostics for pairwise extremal dependence in spatial processes
• scientific article; zbMATH DE number 4159879 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 5204924 (Why is no real title available?)
• Jump and sharp cusp detection by wavelets
• Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling
• MAX-stable models for multivariate extremes
• On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
• Statistical inference using extreme order statistics
• Statistical modeling of spatial extremes

Cited in

(5)

• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
• The threshold method for estimating total rainfall
• ESTIMATION OF AREA RAIN-RATE FIRST PRODUCT MOMENT AND COVARIANCE BY THE THRESHOLD METHOD
• A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
• Fixed values versus empirical quantiles as thresholds in excess distribution modelling

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Uses Software

• ismev

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