L-moments for automatic threshold selection in extreme value analysis

Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate

(2018) Brian Bader et al.   Annals of Applied Statistics

A parametric approach for simultaneous bias correction and high-resolution downscaling of climate model rainfall

(2017) Antonios Mamalakis et al.   WATER RESOURCES RESEARCH

Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity

(2016) Paul J. Northrop et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS

Exploiting Structure of Maximum Likelihood Estimators for Extreme Value Threshold Selection

(2016) J. L. Wadsworth   TECHNOMETRICS

Threshold detection for the generalized Pareto distribution: Review of representative methods and application to the NOAA NCDC daily rainfall database

(2016) Andreas Langousis et al.   WATER RESOURCES RESEARCH

Bayesian threshold selection for extremal models using measures of surprise

(2015) J. Lee et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Sequential selection procedures and false discovery rate control

(2015) Max Grazier G'Sell et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A uniqueness result for L-estimators, with applications to L-moments

(2015) J.R.M. Hosking et al.   Statistical Methodology

Improved threshold diagnostic plots for extreme value analyses

(2014) Paul J. Northrop et al.   Extremes

Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain

(2013) Andrés M. Alonso et al.   STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling

(2012) J. L. Wadsworth et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis

(2011) Christopher S. Withers et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Automated threshold selection methods for extreme wave analysis

(2009) Paul Thompson et al.   COASTAL ENGINEERING

Power-Law Distributions in Empirical Data

(2009) Aaron Clauset et al.   SIAM REVIEW

A comparative study of the adaptive choice of thresholds in extreme hydrologic events

(2009) Myoung-Jin Um et al.   STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

Performances of some parameter estimators of the generalized Pareto distribution over rounded-off samples

(2008) Roberto Deidda et al.   PHYSICS AND CHEMISTRY OF THE EARTH