Spatial and Spatio-temporal Extreme Value Analysis

Page last updated on 6 October 2020

       

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Reference List

This list is by far not exhaustive, but a good start for finding recent references on spatial EVA. If you know of a paper on spatial methods in the context of extreme value analysis that should be listed here, please contact Eric Gilleland.

A new review paper by Raphaël Huser and Jennifer L. Wadsworth, called "Advances in Statistical Modeling of Spatial Extremes" has recently been accepted to Wiley Interdisciplinary Reviews (WIREs) Computational Statistics, and the most recent version is currently available at: https://arxiv.org/abs/2007.00774. It reviews numerous papers that have come out since this list was last updated, but also provides a thorough summary and classification of these papers.

The list of spatial and spatio-temporal extreme value analysis papers included here is also available in BibTeX form. The citation keys follow the paradigm of author lastname and year (e.g., Coles1993) in the case of one author, author last names and year (e.g., ChengSchwartzman2015) in the case of two authors, and first author's last name followed by EtAl and year in the case of three or more authors (e.g., CooleyEtAl2012). If such an identifier does not yield a unique citation key, then a lower case letter is appended to the end. It is your responsibility (if you use this file) to make sure that everything is correct in each field. Please contact Eric Gilleland if you do find any errors of any kind.

Some (not necessarily spatial) references that might help those less familiar with EVA include:

  • Beirlant, J., Goegebeur, Y., Teugels, J. and Segers, J., 2004. Statistics of Extremes: Theory and Applications. Chichester, West Sussex, England, UK: Wiley, ISBN 9780471976479, 522pp.
  • Coles, S. G., 2001. An introduction to statistical modeling of extreme values, London, U.K.: Springer-Verlag, 208 pp.
  • de Haan, L. and Ferreira, A., 2006. Extreme Value Theory: An Introduction. New York, NY, USA: Springer, 288pp.
  • Katz, R. W., Parlange, M. B. and Naveau, P., 2002. Statistics of extremes in hydrology. Advances in Water Resources, 25, 1287 - 1304.
  • Palutikof, J. P., B. B. Brabson, D. H. Lister, and S. T. Adcock, 1999. A review of methods to calculate extreme wind speeds. Meteorol. Appl., 6 (2), 119 - 132, DOI: 10.1017/S1350482799001103.
  • Reiss, R.-D. and Thomas, M., 2007. Statistical Analysis of Extreme Values: with applications to insurance, finance, hydrology and other fields. Birkhäuser, 530pp., 3rd edition.
  • Smith, R. L., 2004. Statistics of extremes, with applications in environment, insurance and finance. In Extreme Values in Finance, Telecommunications and the Environment, Ed. B. Finkenstadt and H. Rootzén, pp. 1 - 78. London: Chapman & Hall/CRC Press.