Statistical Analysis of Extreme Values
By Katherine S. Campbell. Technometrics, 2002
302 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/da368b9641f5bf3c27e0548f9a07625fcb5d53f7
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Philip Jonathan
- Kevin C. Ewans
- Kamarulzaman Ibrahim
- Aaron Clauset
- Yogesh Virkar
- Abdul Aziz Jemain
- W. Z. W. Zin
- Noratiqah Mohd Ariff
In Management Science and Operations Research
Citations in the corpus
- IDF relationships using bivariate copula for storm events in Peninsular Malaysia (2012, background): “Statistical analysis of extreme data is important in various disciplines including hydrology, engineering and environmental science (Reiss and Thomas, 2007).”
- Power-law distributions in binned empirical data (2012, methodology): “l also be high. Both effects are small when b min coincides with the beginning of the power-law behavior. To illustrate the accuracy of this method, we compare its performance with the one proposed by Reiss and Thomas (2007). Their methodology (the RT method) selects the bin boundary with index min ∈”
- Joint modelling of wave spectral parameters for extreme sea states (2010, background): “Numerous authors (e.g. Reiss and Thomas 2001), Ledford and Tawn [1996], Ledford and Tawn [2003]) have shown that this approach is adequate for many applications in low dimensions.”
- A new generation of climate‐change experiments: events, not trends (2007, background): “Extremeness of events can be determined by statistical extremity with respect to a historical reference period (eg extraordinary deviation from the median of probability distributions; Gumbel 1958; Reiss and Thomas 1997).”