It is common for extremes of a variable to be nonstationary, varying systemati cally with covariate values. We consider the incorporation of covariate effects into threshold-based extreme value models, using parametric and nonparametric regres sion functions. We use quantile regression to set a covariate-dependent threshold. As an example we model storm peak significant wave heights as a function of storm direction, season, and a climate index. © 2016 by Taylor & Francis Group, LLC.