Acknowledgement
Supported by : 부산대학교
References
- Coles, S. G. (2001). An introduction to statistical modeling of extreme values, Springer -Verlag, New York.
- Davison, A. C., Smith, R. L. (1990). Models for exceedances over high thresholds (with discussion), Journal of Royal Statistical Society, 52, 393-442.
- Ferro, C. A. T., Segers, J. (2003). Inference for clusters of extreme values, Journal of Royal Statistical Society, B, 24, 180-190.
- Fisher, R. A., Tippett, L. H. C. (1928). Limiting forms of the frequency distribution of the largest or smallest member of a sample, Proceedings of the Cambridge Philosophical Society, 24, 180-190. https://doi.org/10.1017/S0305004100015681
- Kim, B. J., Kim, I. G, Shin, J., Nam, J. C. (2013). A study on socioeconomic impacts of typhoon, Proceedings of the Third China-Korea Joint Symposium on East Asia Summer Monsoon and Its Impacts, 80-90.
- Liang, X. L., Sohn, K. (2013). Estimation of extreme value distribution and return levels for annual maximum of daily rainfall amounts, Journal of the Korean Data Analysis Society, 15(5A), 2297-2305.
- Pickands, J. (1975). Statistical inference using extreme order statistics, Annals of Statistics, 3, 119-131. https://doi.org/10.1214/aos/1176343003
- Smith, R. L. (2003). Statistical of extremes, with applications in environment, insurance and finance, http://www.stat. unc.edu/postscript/rs/semstatrls.pdf.
- Sohn, K. T., Liang, X. (2013). Return levels of maximum temperature in Busan, Korea, Journal of the Korean Data Analysis Society, 15(1A), 11-20.
- Yoon, S. (2007). Estimation of very large losses in S&P 500 index with extreme value theory, Journal of the Korean Data Analysis Society, 9(5), 2407-2423. (in Korean).
- Yoon, S. (2012). Extreme value models in stationary time series with applications to the Dow Johns industrial average index, Journal of the Korean Data Analysis Society, 14(5B), 2487-2497. (in Korean).