A regional peaks‐over‐threshold model in a nonstationary climate
By M. Roth, T. Buishand, Geurt Jongbloed, A. Klein Tank, J. H. Zanten. 2012
72 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/7143212116434f940fee18ee48ac6d725afbe3fe
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Taha B. M. J. Ouarda
- S. El Adlouni
- A. Thiombiano
- N. El‐Jabi
- A. St‐Hilaire
- Xuebin Zhang
- Jun Yan
- Brian Bader
In Global and Planetary Change
- Taha B. M. J. Ouarda
- S. El Adlouni
- A. St‐Hilaire
- A. Thiombiano
- N. El‐Jabi
- Xuebin Zhang
- Jun Yan
- Brian Bader
Citations in the corpus
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (2018, background): “Temporal or covariate varying thresholds, as discussed in Roth et al. (2012) and Northrop and Jonathan (2011), is an obvious extension to this work.”
- Nonstationary frequency analysis of extreme daily precipitation amounts in Southeastern Canada using a peaks-over-threshold approach (2017, methodology): “In the nonstationary case, the classical way to model change in the exceedance distribution is to keep the threshold constant and to construct covariate-dependent parameters (Coles 2001; Roth et al. 2012) as shown in many studies (Pujol et al. 2007, Begueria et al. 2011, Osman et al. 2013).”