Modelling extreme peak electricity demand during a heatwave period: a case study

Multivariate Adaptive Regression Splines

Jerome H. Friedman · The Annals of Statistics · 1991 · 8.1K citations · Full text

Natural Sciences, Biostatistics, Data Analytics +16

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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Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone

Richard L. Smith · Statistical Science · 1989 · 684 citations · Full text

Natural Sciences, Environmental Sciences, Air Pollution +16

Inference for Clusters of Extreme Values

Christopher A. T. Ferro, Johan Segers · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2003 · 450 citations

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Extreme value theory and Value-at-Risk: Relative performance in emerging markets

Ramazan Gençay, Faruk Selçuk∥ · International Journal of Forecasting · 2004 · 422 citations · Full text

Management, Economics, Finance +14