- Balkema, A. A., & de Haan, L. (1974). Residual life time at great age. The Annals of Probability, 2(5), 792–804.
Paper not yet in RePEc: Add citation now
- Baran, S., Szokol, P., & Szabó, M. (2021). Truncated generalized extreme value distribution‐based ensemble model output statistics model for calibration of wind speed ensemble forecasts. Environmetrics, 32, 1–24.
Paper not yet in RePEc: Add citation now
- Coles, S. (2001). An introduction to statistical modeling of extreme values Springer Series in Statistics. Springer London.
Paper not yet in RePEc: Add citation now
- Coles, S. G., & Tawn, J. A. (1991). Modelling extreme multivariate events. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 53(2), 377–392.
Paper not yet in RePEc: Add citation now
Coles, S., & Pauli, F. (2002). Models and inference for uncertainty in extremal dependence. Biometrika, 89(1), 183–196.
- Coles, S., Heffernan, J., & Tawn, J. (1999). Dependence measures for multivariate extremes. Extremes, 2(4), 339–365.
Paper not yet in RePEc: Add citation now
- Cooley, D., Thibaud, E., Castillo, F., & Wehner, M. F. (2019). A nonparametric method for producing isolines of bivariate exceedance probabilities. Extremes, 22(3), 373–390.
Paper not yet in RePEc: Add citation now
- de Haan, L., & de Ronde, J. (1998). Sea and wind: Multivariate extremes at work. Extremes, 1(1), 7–45.
Paper not yet in RePEc: Add citation now
- de Haan, L., & Resnick, S. I. (1977). Limit theory for multivariate sample extremes. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 40(4), 317–337.
Paper not yet in RePEc: Add citation now
Eastoe, E. F. (2019). Nonstationarity in peaks‐over‐threshold river flows: A regional random effects model. Environmetrics, 30(5), 1–18.
Eastoe, E. F., & Tawn, J. A. (2009). Modelling non‐stationary extremes with application to surface level ozone. Journal of the Royal Statistical Society. Series C: Applied Statistics, 58(1), 25–45.
- Eckert‐Gallup, A., & Martin, N. (2016). Kernel density estimation (KDE) with adaptive bandwidth selection for environmental contours of extreme sea states. OCEANS 2016 MTS/IEEE Monterey, OCE 2016, (pp. 1–5).
Paper not yet in RePEc: Add citation now
- Environmental Agency. (2005). CSG 15 final project report. Technical report. Department for Environment, Food and Rural Affairs.
Paper not yet in RePEc: Add citation now
- Gouldby, B., Wyncoll, D., Panzeri, M., Franklin, M., Hunt, T., Hames, D., Tozer, N., Hawkes, P., Dornbusch, U., & Pullen, T. (2017). Multivariate extreme value modelling of sea conditions around the coast of England. Proceedings of the Institution of Civil Engineers: Maritime Engineering, 170(1), 3–20.
Paper not yet in RePEc: Add citation now
- Groll, N., & Weisse, R. (2017). A multi‐decadal wind‐wave hindcast for the North Sea 1949‐2014: CoastDat2. Earth System Science Data, 9(2), 955–968.
Paper not yet in RePEc: Add citation now
- Haselsteiner, A. F., Nguyen, P. T., Coe, R. G., Martin, N., Manuel, L., & Eckert‐Gallup, A. (2019). A benchmarking exercise on estimating extreme environmental conditions: Methodology and baseline results. Proceedings of the International Conference on Offshore Mechanics and Arctic Engineering ‐ OMAE, 3, 1–10.
Paper not yet in RePEc: Add citation now
Heffernan, J. E., & Tawn, J. A. (2004). A conditional approach for multivariate extreme values. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 66(3), 497–546.
- Hill, B. M. (1975). A simple general approach to inference about the tail of a distribution. The Annals of Statistics, 3(5), 1163–1174.
Paper not yet in RePEc: Add citation now
Huser, R., & Wadsworth, J. L. (2019). Modeling spatial processes with unknown extremal dependence class. Journal of the American Statistical Association, 114(525), 434–444.
- Jonathan, P., Ewans, K., & Flynn, J. (2014). On the estimation of ocean engineering design contours. Journal of Offshore Mechanics and Arctic Engineering, 136(4), 1–8.
Paper not yet in RePEc: Add citation now
Keef, C., Papastathopoulos, I., & Tawn, J. A. (2013). Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model. Journal of Multivariate Analysis, 115, 396–404.
- Kunsch, H. R. (1989). The jackknife and the bootstrap for general stationary observations. Annals of Statistics, 17, 1217–1241. https://doi.org/10.1214/aos/1176347265.
Paper not yet in RePEc: Add citation now
- Ledford, A. W., & Tawn, J. A. (1996). Statistics for near independence in multivariate extreme values. Biometrika, 83(1), 169–187.
Paper not yet in RePEc: Add citation now
Ledford, A. W., & Tawn, J. A. (1997). Modelling dependence within joint tail regions. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 59(2), 475–499.
- Mackay, E., & Jonathan, P. (2020). Assessment of return value estimates from stationary and non‐stationary extreme value models. Ocean Engineering, 207, 107406.
Paper not yet in RePEc: Add citation now
- Manuel, L., Nguyen, P. T., Canning, J., Coe, R. G., Eckert‐Gallup, A. C., & Martin, N. (2018). Alternative approaches to develop environmental contours from metocean data. Journal of Ocean Engineering and Marine Energy, 4(4), 293–310.
Paper not yet in RePEc: Add citation now
- Marcon, G., Naveau, P., & Padoan, S. (2017). A semi‐parametric stochastic generator for bivariate extreme events. Stat, 6(1), 184–201.
Paper not yet in RePEc: Add citation now
- Mattei, J., Vial, E., Rebour, V., Liemersdorf, H., & Turschmann, M. (2001). Generic results and conclusions of re‐evaluating the flooding protection in French and German nuclear power plants. Eurosafe, 1999, 1–18.
Paper not yet in RePEc: Add citation now
- Mhalla, L., Opitz, T., & Chavez‐Demoulin, V. (2019). Exceedance‐based nonlinear regression of tail dependence. Extremes, 22(3), 523–552.
Paper not yet in RePEc: Add citation now
- Murphy‐Barltrop, C. J. R., & Wadsworth, J. L. (2022). Modelling non‐stationarity in asymptotically independent extremes. arXiv, 2203.05860.
Paper not yet in RePEc: Add citation now
- Pickands, J. (1975). Statistical Inference Using Extreme Order Statistics. The Annals of Statistics, 3(1), 119–131.
Paper not yet in RePEc: Add citation now
- Politis, D. N., & Romano, J. P. (1994). The stationary bootstrap. Journal of the American Statistical Association, 89, 1303–1313.
Paper not yet in RePEc: Add citation now
Ramos, A., & Ledford, A. (2009). A new class of models for bivariate joint tails. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 71(1), 219–241.
- Resnick, S. (2002). Hidden regular variation, second order regular variation and asymptotic independence. Extremes, 5(4), 303–336.
Paper not yet in RePEc: Add citation now
- Resnick, S. I. (1987). Extreme values, regular variation and point processes Springer Series in Operations Research and Financial Engineering. Springer New York.
Paper not yet in RePEc: Add citation now
- Salvadori, G., & De Michele, C. (2004). Frequency analysis via copulas: Theoretical aspects and applications to hydrological events. Water Resources Research, 40(12), 1–17.
Paper not yet in RePEc: Add citation now
- Serinaldi, F. (2015). Dismissing return periods! Stochastic Environmental Research and Risk Assessment, 29(4), 1179–1189.
Paper not yet in RePEc: Add citation now
Shooter, R., Ross, E., Ribal, A., Young, I. R., & Jonathan, P. (2021). Spatial dependence of extreme seas in the north east Atlantic from satellite altimeter measurements. Environmetrics, 32, 1–15.
- Simpson, E. S. and Wadsworth, J. L. (2017). Introduction to extreme value theory and constructing hazard curves. Technical report, Office for Nuclear Regulation, https://www.onr.org.uk/documents/2017/onr‐rrr‐054.pdf.
Paper not yet in RePEc: Add citation now
- Simpson, E. S., & Wadsworth, J. L. (2021). Conditional modelling of spatio‐temporal extremes for red sea surface temperatures. Spatial. Statistics, 41, 1–17.
Paper not yet in RePEc: Add citation now
- Stephenson, A. (2002). EVD: Extreme value distributions. R News, 2(2), 1–88.
Paper not yet in RePEc: Add citation now
- Tawn, J. A. (1988). Bivariate extreme value theory: Models and estimation. Biometrika, 75(3), 397–415.
Paper not yet in RePEc: Add citation now
- Tendijck, S., Eastoe, E., Tawn, J., Randell, D., and Jonathan, P. (2021). Modeling the extremes of bivariate mixture distributions with application to oceanographic data. Journal of the American Statistical Association, 2021, 1–12.
Paper not yet in RePEc: Add citation now
- Tilloy, A., Malamud, B. D., Winter, H., & Joly‐Laugel, A. (2020). Evaluating the efficacy of bivariate extreme modelling approaches for multi‐hazard scenarios. Natural Hazards and Earth System Sciences, 20, 2091–2117.
Paper not yet in RePEc: Add citation now
- Vanem, E., Guo, B., Ross, E., & Jonathan, P. (2020). Comparing different contour methods with response‐based methods for extreme ship response analysis. Marine Structures, 69(2019), 102680.
Paper not yet in RePEc: Add citation now
- Velarde, J., Vanem, E., Kramhøft, C., & Sørensen, J. D. (2019). Probabilistic analysis of offshore wind turbines under extreme resonant response: Application of environmental contour method. Applied Ocean Research, 93, 101947.
Paper not yet in RePEc: Add citation now
- Wadsworth, J. L., & Tawn, J. A. (2013). A new representation for multivariate tail probabilities. Bernoulli, 19(5B), 2689–2714.
Paper not yet in RePEc: Add citation now
Wadsworth, J. L., Tawn, J. A., Davison, A. C., & Elton, D. M. (2017). Modelling across extremal dependence classes. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 79(1), 149–175.
Worms, J., & Naveau, P. (2022). Record events attribution in climate studies. Environmetrics, 33(8), 1–16.
Yu, C., Blaha, O., Kane, M., Wei, W., Esserman, D., & Zelterman, D. (2022). Regression methods for the appearances of extremes in climate data. Environmetrics, 33, 1–14.