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Volumn 4, Issue 3, 2010, Pages 1558-1578

Accounting for choice of measurement scale in extreme value modeling

Author keywords

Box Cox transformation; Extreme value theory; Reparameterization; Significant wave height

Indexed keywords


EID: 79952039802     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/10-AOAS333     Document Type: Article
Times cited : (26)

References (14)
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    • Modelling non-stationary extremes with application to surface level ozone
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    • Eastoe, E.F.1    Tawn, J.A.2
  • 7
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    • Limiting forms of the frequency distribution of the largest or smallest member of a sample
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    • (1928) Proc. Cambridge Philos. Soc , vol.24 , pp. 180-190
    • Fisher, R.A.1    Tippett, L.H.C.2
  • 9
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    • The two-dimensional Poisson process and extremal processes
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    • The continuous and differentiable domains of attraction of the extreme value distributions
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    • Pickands, J.1
  • 11
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    • Technical Report 205, Dept. Statistics, Univ. North Carolina
    • Smith, R. L. (1987). Approximations in extreme value theory. Technical Report 205, Dept. Statistics, Univ. North Carolina.
    • (1987) Approximations in extreme value theory
    • Smith, R.L.1
  • 13
    • 33745359718 scopus 로고    scopus 로고
    • Box-Cox transformations and heavy-tailed distributions
    • Teugels, J. L. and Vanroelen, G. (2004). Box-Cox transformations and heavy-tailed distributions. J. Appl. Probab. 41 213-227.
    • (2004) J. Appl. Probab , vol.41 , pp. 213-227
    • Teugels, J.L.1    Vanroelen, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.