Statistics of Extremes
By A. C. Davison, Raphaël Huser. 2015
63 citations recorded by the source corpus.
Subfields: Environmental Engineering, Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/d5d9a4123b60b25b859b4297edb6dd29bb431b7f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Environmental Engineering
- Thomas Opitz
- Raphaël Huser
- H. Bakka
- Håvard Rue
- Finn Lindgren
- Jennifer L. Wadsworth
- Daniel P. Simpson
- Thomas Kneib
In Finance
- Thomas Opitz
- Raphaël Huser
- Håvard Rue
- H. Bakka
- Emeric Thibaud
- Jennifer L. Wadsworth
- A. C. Davison
- Marc G. Genton
In Global and Planetary Change
- Thomas Opitz
- H. Bakka
- Håvard Rue
- Raphaël Huser
- Stephen M. Smith
- A. C. Davison
- Emeric Thibaud
- Marc G. Genton
Citations in the corpus
- Faster permutation inference in brain imaging (2016, background): “…of the maximum of a set of identically distributed random variables converges to one of three well known families of distributions, under a form given by the generalised extreme value distribution (GEV) [Gnedenko (1943); for reviews, see Leadbetter et al. (1983), Davison and Huser (2015)].”
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (2018, methodology): “The block maximum and threshold exceedance approaches can be unified using point process theory (Coles, 2001, Chapter 7, Davison and Huser, 2015).”