Improved threshold diagnostic plots for extreme value analyses

By Paul Northrop, Claire L. Coleman. Extremes, 2014

55 citations recorded by the source corpus.

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Spatiotemporal wildfire modeling through point processes with moderate and extreme marks (2021, methodology): “We use multiple statistical tests (Northrop & Coleman 2014) to test the null hypotheses that the data come from a common truncated GPD on all intervals (vk, vk+1), k = 1, . . . ,m, where vm+1 =∞.”
Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (2018, methodology): “, Northrop and Coleman (2014), Wadsworth (2016)] for the GPD to the exceedances over each candidate threshold in an increasing order.”
Cross‐validatory extreme value threshold selection and uncertainty with application to ocean storm severity (2015, methodology): “The plots in the bottom row of Figure 2 are based on Northrop and Coleman (2014).”