texmex.bib

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@article{northropJonathan,
 author               = {P.J. Northrop and P. Jonathan},
 journal              = {Environmetrics},
 pages                = {799--809},
 title                = {Threshold modelling of spatially dependent non-stationary extremes with application to hurricane-induced wave heights},
 volume               = {22},
 year                 = {2011},
}

@article{Leadbetter1983,
 author               = {M.R. Leadbetter},
 journal              = {Z.\ Wahrsch.\ Ver.\ Geb.},
 pages                = {291--306},
 title                = {Extremes and local dependence in stationary sequences},
 volume               = {65},
 year                 = {1983},
}

@article{FerroSegers2003,
 author               = {C.A.T.\ Ferro and J.\ Segers},
 journal              = {JRSS B},
 pages                = {545--556},
 title                = {Inferences for clusters of extreme values},
 volume               = {65},
 part                 = {2},
 year                 = {2003},
 }



@article{KeefEtAl2013,
 author               = {C. Keef and I. Papastathopoulos and J. A. Tawn},
 journal              = {Journal of Multivariate Analysis},
 pages                = {396-404},
 title                = {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},
 volume               = {115},
 year                 = {2013},
 }


@article{schmidtSchmitt,
 author               = {F. Schmid and R. Schmidt},
 journal              = {Journal of
Multivariate Analysis},
 pages                = {1123 -- 1140},
 title                = {Multivariate conditional versions
of Spearman's rho and related measures of tail dependence},
 volume               = {98},
 year                 = {2007},
 }


  @Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2011},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org/},
  }

  @Manual{devtools,
    title = {devtools: Tools to Make Developing R Packages Easier},
    author = {Hadley Wickham and Winston Chang},
    year = {2016},
    note = {R package version 1.12.0},
    url = {https://CRAN.R-project.org/package=devtools},
  }

  @Manual{texmex,
    title = {texmex: Threshold exceedences and multivariate extremes},
    author = {H. Southworth and J. E. Heffernan},
    year = {2016},
    note = {R package version 2.3},
    url = {http://CRAN.R-project.org/package=texmex},
  }

  @Book{MASS,
    title = {Modern Applied Statistics with S},
    author = {W. N. Venables and B. D. Ripley},
    publisher = {Springer},
    edition = {Fourth},
    address = {New York},
    year = {2002},
    note = {ISBN 0-387-95457-0},
    url = {http://www.stats.ox.ac.uk/pub/MASS4},
  }

@article{southHeffMultivariate,
  author = {H. Southworth and J. E. Heffernan},
  title = "Multivariate extreme value modelling of laboratory safety data from clinical studies",
  journal = "Pharmaceutical Statistics",
  year = "to appear"
}

@article{southHeff,
  author = {H. Southworth and J. E. Heffernan},
  title = "Extreme value modelling of laboratory safety data from clinical studies",
  journal = "Pharmaceutical Statistics",
  year = "2012"
}

@article{SvenssonTawn,
  author = "C. Keef and C. Svensson and J. A. Tawn",
  title= "Spatial dependence in extreme river flows and precipitation for Great Britain",
  journal = "Journal of Hydrology",
  year = 2009,
  volume = 378,
  pages = "240 -- 252"
}

@article{keefTawnSvensson,
  author = "C. Keef and J. A. Tawn and C. Svensson",
  title = "Spatial risk assessment for extreme river flows",
  journal = "Journal of the Royal Statistical Society (C)",
  year = 2009,
  volume = 58,
  pages = "601 -- 618"
}

@article{keefPapastathopoulosTawn,
  author = "C. Keef and I. Papastathopoulos and J. A. Tawn",
  title = "Additional Constraints for the Conditional Multivariate Extremes Model of Heffernan and Tawn",
  journal = "To appear",
  year = 2011,
  volume = "?",
  pages ="?"
}

@book{coles,
 author               = {S. Coles},
 publisher            = {Springer},
 title                = {An Introduction to Statistical Modelling of Extreme Values},
 year                 = {2001},
 }

@article{colesHeffernanTawn,
 author               = {S. G. Coles and J. E. Heffernan and J. A. Tawn},
 journal              = {Extremes},
 pages                = {339 -- 365},
 title                = {Dependence measures for extreme value analyses},
 volume               = {2},
 year                 = {1999},
 }

@article{davisonSmith,
 author               = {A. C. Davison and R. L. Smith},
 journal              = {Journal of the Royal Statistical Society, Series B},
 pages                = {393 -- 442},
 title                = {Models for exceedances over high thresholds},
 volume               = {53},
 year                 = {1990},
 }

@article{heffernanTawn,
 author               = {J. E. Heffernan and J. Tawn},
 journal              = {Journal of the Royal Statistical Society Series B},
 pages                = {497 -- 546},
 title                = {A conditional approach for multivariate extreme values},
 volume               = {56},
 year                 = {2004},
 }

@book{maronnaMartinYohai,
 author               = {Ricardo A. Maronna and R. Douglas Martin and Victor J. Yohai},
 publisher            = {Wiley},
 title                = {Robust Statistics: Theory and Methods},
 year                 = {2006},
 }

@article{egp,
  author = "I. Papastathopoulos and J. A. Tawn",
  title = "Extended generalised Pareto models for tail estimation",
  journal = "Journal of Statistical Planning and Inference",
  year = 2013,
  pages = "131 -- 143",
  volume = 143
}

@Article{testthat,
  author = {Hadley Wickham},
  title = {testthat: Get Started with Testing},
  journal = {The R Journal},
  year = {2011},
  volume = {3},
  pages = {5--10},
  url = {http://journal.r-project.org/archive/2011-1/RJournal_2011-1_Wickham.pdf},
}

@Article{evd,
  title = {evd: Extreme Value Distributions},
  author = {A. G. Stephenson},
  journal = {R News},
  year = {2002},
  volume = {2},
  number = {2},
  pages = {0},
  month = {June},
  url = {http://CRAN.R-project.org/doc/Rnews/},
}

@Manual{ismev,
  title = {ismev: An Introduction to Statistical Modeling of Extreme Values},
  author = {J. E. Heffernan and A. G. Stephenson.},
  year = {2012},
  note = {R package version 1.39},
  url = {http://CRAN.R-project.org/package=ismev},
}

@phdthesis{yiannis,
  author = "I. Papastathopoulos",
  year = 2013,
  title = "Statistical Models for Pharmaceutical Extremes",
  school = "Lancaster University"
}

@article{ylt,
  author = "Y. Liu and  J.A. Tawn",
  title = "Self-consistent estimation of conditional multivariate extreme value distributions",
  journal = "Journal of Multivariate Analysis",
  year = 2014,
  pages = "19--35",
  volume = 127
}