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Modelling heatwaves in central France: a case-study in extremal dependence

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  • Hugo C. Winter
  • Jonathan A. Tawn

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  • Hugo C. Winter & Jonathan A. Tawn, 2016. "Modelling heatwaves in central France: a case-study in extremal dependence," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(3), pages 345-365, April.
    • Handle: RePEc:bla:jorssc:v:65:y:2016:i:3:p:345-365
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    File URL: http://hdl.handle.net/10.1111/rssc.12121
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    References listed on IDEAS

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    1. R. Huser & A. C. Davison, 2014. "Space–time modelling of extreme events," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(2), pages 439-461, March.
    2. Segers, J.J.J., 2003. "Functionals of Clusters of Extremes," Discussion Paper 2003-48, Tilburg University, Center for Economic Research.
    3. Keef, Caroline & Papastathopoulos, Ioannis & Tawn, Jonathan A., 2013. "Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 396-404.
    4. Hsing, Tailen, 1988. "On the extreme order statistics for a stationary sequence," Stochastic Processes and their Applications, Elsevier, vol. 29(1), pages 155-169.
    5. Janet E. Heffernan & Jonathan A. Tawn, 2004. "A conditional approach for multivariate extreme values (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 497-546, August.
    6. Emma F. Eastoe & Jonathan A. Tawn, 2012. "Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds," Biometrika, Biometrika Trust, vol. 99(1), pages 43-55.
    7. Segers, J.J.J., 2003. "Functionals of Clusters of Extremes," Other publications TiSEM 948d700b-a923-4068-b4ad-3, Tilburg University, School of Economics and Management.
    8. Richard A. Davis & Claudia Klüppelberg & Christina Steinkohl, 2013. "Statistical inference for max-stable processes in space and time," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(5), pages 791-819, November.
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    Cited by:

    1. Laface, Valentina & Arena, Felice, 2023. "Extremes and resource assessment of wind and waves in central Mediterranean Sea," Energy, Elsevier, vol. 278(PA).

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