Statistics of extremes in climate change

By R. Katz. 2010

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Changes in concurrent monthly precipitation and temperature extremes (2013, methodology): “…extreme values of precipitation and temperature often are addressed independently by employing univariate statistical methods (Cooley et al 2007, Katz 2010, AghaKouchak and Nasrollahi 2010, Zhang et al 2011, AghaKouchak et al 2010), analyses of concurrence of climate extremes are scarce, and…”
Non-stationary extreme value analysis in a changing climate (2014, background): “The term Pr (DA|M) can be exp r e s s ed us i ng a Mon t e Ca r l o i n t eg r a t i on e s t ima t i on a s Pr DAjMð Þ ¼ 1 m ∑ i¼1 m Pr DAjθ ið Þ;M −18<: 9=; −1 , where m is the sample size (see Kass and Raftery 1995 for more details).”
A Bayesian Hierarchical Approach to Multivariate Nonstationary Hydrologic Frequency Analysis (2018, methodology): “…on the generalized extreme value (GEV) distribution due to its ability to capture a wide range of tail behaviors and its use in previous hydrologic studies (Davison et al., 2012; Ghosh & Mallick, 2011; Katz, 2010; Katz et al., 2002; Najafi & Moradkhani, 2014; Renard, 2011; Sang & Gelfand, 2009).”