82 citations · 182 across the 6 of their papers we have counts for
6 papers
Accounting for missing data when modelling block maxima
Emma S. Simpson, Paul J. Northrop
Modelling block maxima using the generalised extreme value (GEV) distribution is a classical and widely used method for studying univariate extremes. It allows for theoretically mo…
A modeler's guide to extreme value software
Léo R. Belzile, Christophe Dutang, Paul J. Northrop +1
This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (2006) and Gilleland et al. (2…
Incremental kernel PCA and the Nyström method
Fredrik Hallgren, Paul Northrop
Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we…
An efficient semiparametric maxima estimator of the extremal index
Paul J. Northrop
The extremal index , a measure of the degree of local dependence in the extremes of a stationary process, plays an important role in extreme value analyses. We estimate semi…
Posterior propriety in Bayesian extreme value analyses using reference priors
Paul J. Northrop, Nicolas Attalides
The Generalized Pareto (GP) and Generalized extreme value (GEV) distributions play an important role in extreme value analyses, as models for threshold excesses and block maxima re…
Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity
Paul Northrop, Nicolas Attalides, Philip Jonathan
Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are mode…