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Markov chain models for threshold exceedances

R. Smith, J. Tawn, и S. Coles. Biometrika, 84 (2): 249--268 (1997)

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Models for Fiber-Matrix Composites with Local Load Sharing.R. Smith, и H. Taylor. Operations Research, 32 (3): 649-659 (1984)Maximum Likelihood Estimation in a Class of Nonregular CasesR. Smith. Biometrika, 72 (1): pp. 67-90 (1985)Threshold Methods for Sample ExtremesR. Smith. Statistical Extremes and Applications, том 131 из NATO ASI Series, Springer Netherlands, (1984)Extreme value theory for dependent sequences via the stein-chen method of poisson approximationR. Smith. Stochastic Processes and their Applications, 30 (2): 317--327 (декабря 1988)Banking relationships and access to equity capital markets: Evidence from Japan's main bank systemK. Kutsuna, J. Smith, и R. Smith. Journal of Banking & Finance, 31 (2): 335--360 (февраля 2007)Estimating Dimension in Noisy Chaotic Time SeriesR. Smith. Journal of the Royal Statistical Society. Series B (Methodological), 54 (2): 329-351 (1992)Markov chain models for threshold exceedancesR. Smith, J. Tawn, и S. Coles. Biometrika, 84 (2): 249--268 (1997)Estimating the Extremal IndexR. Smith, и I. Weissman. Journal of the Royal Statistical Society. Series B (Methodological), 56 (3): pp. 515-528 (1994)Extreme value theory based on the r largest annual eventsR. Smith. Journal of Hydrology, 86 (1-2): 27 - 43 (1986)Weather Derivative Risk Measures for Extreme EventsR. Erhardt, и R. Smith. North American Actuarial Journal, 0 (0): 1-15 (2014)