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paper.bib
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@Book{coles,
author = {S. Coles},
title = {An {I}ntroduction to {S}tatistical {M}odeling of {E}xtreme {V}alues},
year = {2001},
edition = {1st},
publisher = {Springer},
address = {London},
doi = {10.1007/978-1-4471-3675-0},
}
@Manual{POT,
title = {\pkg{POT}: Generalized {P}areto {D}istribution and {P}eaks {O}ver {T}hreshold},
author = {Mathieu Ribatet and Christophe Dutang},
year = {2019},
note = {\proglang{R} package version 1.1-7},
url = {https://cran.r-project.org/web/packages/POT/index.html},
}
@Manual{extremes,
title = {\pkg{extRemes}: {E}xtreme {V}alue {A}nalysis},
author = {Eric Gilleland},
year = {2019},
note = {\proglang{R} package version 2.0-11},
url = {https://cran.r-project.org/web/packages/extRemes/index.html},
}
@Manual{evd,
title = {\pkg{evd}: Functions for {E}xtreme {V}alue {D}istributions},
author = {Alec Stephenson},
year = {2018},
note = {\proglang{R} package version 2.3-3},
url = {https://cran.r-project.org/web/packages/evd/index.html},
}
@Manual{ismev,
title = {\pkg{ismev}: An {I}ntroduction to {S}tatistical {M}odeling of {E}xtreme {V}alues},
author = {Janet E. Heffernan and Alec G. Stephenson},
year = {2018},
note = {\proglang{R} package version 1.42},
url = {https://cran.r-project.org/web/packages/ismev/index.html},
}
@thesis{tan,
author = {Hwei-Yang Tan},
title = {Analysis of {C}orrosion {D}ata for
{I}ntegrity {A}ssessments},
type = {Thesis for the Degree of Doctor of Philosophy},
year = {2017},
institution = {Brunel University London},
date = {2017},
}
@unpublished{esther,
author = {Esther Bommier},
title = {Peaks-{O}ver-{T}hreshold {M}odelling of
{E}nvironmental {D}ata},
note = {Examensarbete i matematik, Uppsala University},
year = {2014},}
@unpublished{max,
author = {Max Rydman},
title = {Application of the {P}eaks-{O}ver-{T}hreshold
{M}ethod on {I}nsurance {D}ata},
note = {Examensarbete i matematik, Uppsala University},
year = {2018},}
@Article{katz,
author = {Richard W. Katz and Marc B. Parlange and Philippe Naveau},
title = {Statistics of extremes in hydrology},
journal = {Advances in Water Resources},
year = {2002},
volume = {25},
number = {8--12},
pages = {1287--1304},
doi = {10.1016/S0309-1708(02)00056-8},
}
@Book{hosking,
author = {J. R. M. Hosking and J. R. Wallis},
title = {Regional {F}requency {A}nalysis: {A}n {A}pproach {B}ased on {L}-{M}oments.},
year = {1997},
edition = {1st},
publisher = {Cambridge University Press},
address = {Cambridge},
doi = {10.1017/CBO9780511529443},
}
@Article{scarf,
author = {Philip A. Scarf and Patrick J. Laycock},
title = {Applications of {E}xtreme {V}alue {T}heory
in {C}orrosion {E}ngineering},
journal = {Journal of Research of the National Institute of Standards and Technology},
year = {1994},
volume = {99},
number = {4},
pages = {313--320},
doi = {10.6028/jres.099.028},
}
@Article{evpot,
author = {Soheil S. Far and Ahmad K. A. Wahab},
title = {Evaluation of {P}eaks-{O}ver-{T}hreshold {M}ethod},
journal = {Ocean Science},
year = {2016},
volume = {99},
number = {4},
pages = {313--320},
doi = {10.5194/os-2016-47}
}
@online{scipy,
author = {Scipy},
title = {scipy.stats.genpareto},
year = {2019},
url = {https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.genpareto.html},
}
@online{kiko,
author = {Kiko Correoso},
title = {scikit-extremes},
year = {2019},
url = {https://github.com/kikocorreoso/scikit-extremes},
}