Improved threshold diagnostic plots for extreme value analyses

Statistical Inference Using Extreme Order Statistics

James Pickands · The Annals of Statistics · 1975 · 3.6K citations

Density Estimation, Engineering, Data Science +10

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

Meteorology, Generalized Pareto Distribution, Regression Data +15

Maximum likelihood estimation in a class of nonregular cases

Richard L. Smith · Biometrika · 1985 · 858 citations

Estimation Theory, Parameter Estimation, Density Estimation +10

The two-dimensional Poisson process and extremal processes

James Pickands · Journal of Applied Probability · 1971 · 183 citations

Underlying Sample Space, Engineering, Discrete Probability +12

Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights

Paul J. Northrop, Philip Jonathan · Environmetrics · 2011 · 117 citations

Storm Surge, Engineering, Extreme Weather +19