Statistical Methods for Nonstationary Extremes

By R. Katz. 2013

224 citations recorded by the source corpus.

How researchers see this paper

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

A simulation study to examine the sensitivity of the Pettitt test to detect abrupt changes in mean (2016, methodology): “Therefore, our findings are in line with Katz (2013), and indicate that alternative methodologies are recommended to detect change points in the extremes in the case of a weak signal.”
Modelling nonlinear trend for developing non‐stationary rainfall intensity–duration–frequency curve (2017, methodology): “The null hypothesis of no-trend in a parameter value is tested by comparing the negative log likelihood of the stationary model and the best non-stationary model (Katz, 2013).”
Non-stationary extreme value analysis in a changing climate (2014, background): “Alternatively, Rootzén and Katz 2013 introduced the concept of Design Life Level to quantify the probability of exceeding a fixed threshold during the design life of a project.”