Likelihood-Based Inference for Extreme Value Models

Limiting forms of the frequency distribution of the largest or smallest member of a sample

Ronald Aylmer Fisher, L. H. C. Tippett · Mathematical Proceedings of the Cambridge Philosophical Society · 1928 · 3.3K citations

Natural Sciences, Mathematics, Probability Theory +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

Engineering, Hydrology, Nuclear Engineering +14

The frequency distribution of the annual maximum (or minimum) values of meteorological elements

A. F. Jenkinson · Quarterly Journal of the Royal Meteorological Society · 1955 · 1.5K citations

Natural Sciences, Earth Sciences, Meteorology +8

Estimation of the Generalized Extreme-Value Distribution by the Method of Probability-Weighted Moments

J. R. M. Hosking, James R. Wallis, Eric F. Wood · Technometrics · 1985 · 1.3K citations

Natural Sciences, Biostatistics, Econometrics +16

Parameter and Quantile Estimation for the Generalized Pareto Distribution

J. R. M. Hosking, James R. Wallis · Technometrics · 1987 · 997 citations

Natural Sciences, Mathematics, Risk Assessment +16