Multivariate extrapolation in the offshore environment

Models for Exceedances Over High Thresholds

A. C. Davison, Richard L. Smith · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1990 · 1.7K citations

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Modelling Extreme Multivariate Events

Stuart Coles, Jonathan A. Tawn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1991 · 522 citations

Natural Sciences, Marine Sciences, Oceanography +12

Statistical Methods for Multivariate Extremes: An Application to Structural Design

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Statistical methods for multivariate extremes: an application to structural design.

Insurance Mathematics and Economics · 1994 · 227 citations

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Bivariate Threshold Methods for Extremes

Harry Joe, Richard L. Smith, Ishay Weissman · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1992 · 192 citations

Natural Resources, Hydrology, Air Pollution +13