Extreme Value and Related Models with Applications in Engineering and Science

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A unified statistical model for hydrological variables including the selection of threshold for the peak over threshold method (2012, methodology): “data tends to have a generalized Pareto distribution (GPD) when the threshold tends toward the upper bound of the variable [see, e.g., Coles, 2001; Castillo et al., 2005; Kottegoda and Rosso, 2008].”
Bayesian inference for long-term prediction of significant wave height (2007, methodology): “The fundamental aspects of each method will be outlined while further details can be found in Castillo et al. (2004) and Coles (2001).”
Simulation of the entire range of daily precipitation using a hybrid probability distribution (2012, methodology): “Threshold selection is a challenging task in practice since given a data set it is difficult to pinpoint the level on which the extreme value theory (EVT) is based and usually a subjective trial and error exercise is needed [Frigessi et al., 2002; Carreau and Bengio, 2009].”
The effect of horizontal resolution on simulation of very extreme US precipitation events in a global atmosphere model (2010, methodology): “Solving for XT using the above definition of the GEV distribution yields (Castillo et al. 2004),”