Statistical analysis of extreme events in a non-stationary context via a Bayesian framework: case study with peak-over-threshold data

By Benjamin Renard, Matthew Lang, P. Bois. 2006

124 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/2d0c397a1861561d1b6a2f1a0975eab7b9ed25e9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. V. Garreta
2. Benjamin Renard
3. Matthew Lang
4. Luis E. Nieto-Barajas
5. Upmanu Lall
6. C. Lima
7. T. Troy
8. N. Devineni

In Global and Planetary Change

1. Benjamin Renard
2. Upmanu Lall
3. N. Devineni
4. T. Troy
5. C. Lima
6. V. Garreta
7. Matthew Lang
8. Vijay P. Singh

Citations in the corpus

• An application of Bayesian analysis and Markov chain Monte Carlo methods to the estimation of a regional trend in annual maxima (2006, methodology): “…al., 1999, 2000a, 2000b, 2000c; Thyer and Kuczera, 2000, 2003a, 2003b; Wang, 2001; Thyer et al., 2002; Coles and Pericchi, 2003; Coles et al., 2003; Parent and Bernier, 2003; Perreault and Fortin, 2003; Tapsoba et al., 2004; Moyeed and Clarke, 2005; Reis and Stedinger, 2005; Renard et al., 2006].”
• Bayesian interpolation of unequally spaced time series (2015, background): “Renard et al. (2006) provided an excellent review of the Bayesian thinking applied to environmental statistics.”
• A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates (2016, background): “…Liang et al. (2011), Lima and Lall (2010), Martins and Stedinger (2000), Parent and Bernier (2003), Reis and Stedinger (2005), Renard (2011), Renard et al. (2006), Renard and Lall (2014), Viglione et al. (2013), Steinschneider and Lall (2015), Sun et al. (2015), Sun and Lall (2015), Halbert…”