The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Statistics of Extremes
Open accessAbstract
Statistics of extremes concerns inference for rare events. Often the events have never yet been observed, and their probabilities must therefore be estimated by extrapolation of tail models fitted to available data. Because data concerning the event of interest may be very limited, efficient methods of inference play an important role. This article reviews this domain, emphasizing current research topics. We first sketch the classical theory of extremes for maxima and threshold exceedances of stationary series. We then review multivariate theory, distinguishing asymptotic independence and dependence models, followed by a description of models for spatial and spatiotemporal extreme events. Finally, we discuss inference and describe two applications. Animations illustrate some of the main ideas.
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Citations
Cites
An Introduction to Statistical Modeling of Extreme Values
Coles, S. (2001) · Springer Series in Statistics · doi:10.1007/978-1-4471-3675-0 · Cited by 7,352
Embrechts, P., Klüppelberg, C., & Mikosch, T. (1997) · doi:10.1007/978-3-642-33483-2 · Cited by 4,402
Cited by
Mohammadian Rad, N., Van Laarhoven, T., Furlanello, C., & Marchiori, E. (2018) · Sensors · doi:10.3390/s18103533 · Cited by 76
Metadata
- Authors
- Davison, A. C., & Huser, R.
- Venue
- Annual Review of Statistics and Its Application
- Publisher
- Annual Reviews
- Published
- 2015-04-10
- Volume
- 2
- Issue
- 1
- Pages
- 203-235
- ISSN
- 2326-8298 (ISSN-L)
- 2326-831X
- OpenAlex
- W2123834969
- Cited by
- 187
- References
- 2
- FWCI
- 4.41
- Type
- journal article
- Language
- en
- Open access
- green
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- Davison, A. C., & Huser, R. (2015). Statistics of Extremes. Annual Review of Statistics and Its Application. https://doi.org/10.1146/annurev-statistics-010814-020133
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