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Threshold models for the analysis of environmental extremes

Published online by Cambridge University Press:  01 July 2016

Richard L. Smith
Richard L. Smith*
Affiliation:
Imperial College, London
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Extract

Statistical methods for analysing the extreme values of a time series may be based on the observed exceedances of the series above a high threshold level. Todorovic (1979) has developed this approach in detail; other relevant references are North (1980) and the English Flood Studies Report (1975). One way of motivating these models is by reference to the theory of extremes in stationary sequences, due to Leadbetter and others.

Type
Applied Probability in Biology and Engineering. An ORSA/TIMS Special Interest Meeting
Information
Advances in Applied Probability , Volume 16 , Issue 1 , March 1984 , pp. 20
Copyright
Copyright © Applied Probability Trust 1984 

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References

Institute Of Hydrology (1975) Flood Studies Report, Vols. 1-5. Natural Environment Research Council, London.Google Scholar
North, R. (1980) Time-dependent stochastic models of floods. Proc. Amer. Soc. Civil Engineers, J. Hydraulics Div. 5, 649.Google Scholar
Pickands, J. Iii (1975) Statistical inference using extreme order statistics. Ann. Statist. 3, 119–131.Google Scholar
Todorovic, P. (1979) A probabilistic approach to analysis and prediction of floods. Proc. 42nd Session ISI 1, 113–124.Google Scholar