Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds
By E. Eastoe, Jonathan A. Tawn. 2012
60 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/81860014f4eb9cdaa5033c2b924cd1f7b43b04a6
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Benjamin D. Youngman
- A. C. Davison
- V. Chavez‐Demoulin
- Lee Fawcett
- D. Walshaw
- Raphaël Huser
- Paul Northrop
- Laurent Gardes
In Global and Planetary Change
- Benjamin D. Youngman
- V. Chavez‐Demoulin
- A. C. Davison
- Lee Fawcett
- D. Walshaw
- Laurent Gardes
- Raphaël Huser
- Stéphane Girard
Citations in the corpus
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts (2019, background): “5), Ferro and Segers (2003), and Eastoe and Tawn (2012).”
- Estimating return levels from serially dependent extremes (2012, methodology): “Findings from their simulations are supported by an analysis of sea-surge extremes in the same paper, as well as analyses of wind speed extremes in Fawcett (2005), river flow extremes in Eastoe and Tawn (2012), and hurricane-induced wave heights in Northrop and Jonathan (2011).”
- Modelling Time Series Extremes (2012, background): “Eastoe & Tawn (2012) suggest an alternative sub-asymptotic model for cluster maxima, with diagnostics of its appropriateness.”