Model misspecification in peaks over threshold analysis (Q79202): Difference between revisions

@@ Property / publication date @@
+June 2010Timestamp +2010-06-23T00:00:00Z
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++2010-06-23T00:00:00Z
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++00:00
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+Gregorian
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@@ Property / publication date: 23 June 2010 / rank @@
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@@ Property / author @@
+Mária Süveges
@@ Property / author: Mária Süveges / rank @@
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@@ Property / author @@
+Anthony C. Davison
@@ Property / author: Anthony C. Davison / rank @@
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@@ Property / title @@
+Model misspecification in peaks over threshold analysis (English)
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@@ Property / zbMATH Open document ID @@
+.62086
@@ Property / zbMATH Open document ID: 1189.62086 / rank @@
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+https://arxiv.org/abs/1010.1357
@@ Property / full work available at URL: https://arxiv.org/abs/1010.1357 / rank @@
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+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
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+M99
@@ Property / Mathematics Subject Classification ID: 62M99 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P12
@@ Property / Mathematics Subject Classification ID: 62P12 / rank @@
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+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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+5724804
@@ Property / zbMATH DE Number: 5724804 / rank @@
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@@ Property / zbMATH Keywords @@
+cluster
@@ Property / zbMATH Keywords: cluster / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extremal index
@@ Property / zbMATH Keywords: extremal index / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extreme value theory
@@ Property / zbMATH Keywords: extreme value theory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+likelihood
@@ Property / zbMATH Keywords: likelihood / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model misspecification
@@ Property / zbMATH Keywords: model misspecification / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Neuchâtel temperature data
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@@ Property / zbMATH Keywords @@
+Venezuelan rainfall data
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+ismev
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+.1357
@@ Property / arXiv ID: 1010.1357 / rank @@
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@@ Property / cites work @@
+Statistics of Extremes
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@@ Property / cites work @@
+Excess functions and estimation of the extreme-value index
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+Q4322338
@@ Property / cites work: Q4322338 / rank @@
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@@ Property / cites work @@
+The control of the false discovery rate in multiple testing under dependency.
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@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
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@@ Property / cites work @@
+Anticipating Catastrophes through Extreme Value Modelling
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@@ Property / cites work @@
+Q3486670
@@ Property / cites work: Q3486670 / rank @@
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@@ Property / cites work: Q3125064 / rank @@
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+Inference for Clusters of Extreme Values
@@ Property / cites work: Inference for Clusters of Extreme Values / rank @@
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@@ Property / cites work @@
+On the characterization of certain point processes
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@@ Property / cites work @@
+On the exceedance point process for a stationary sequence
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@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
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@@ Property / cites work @@
+Statistical inference using extreme order statistics
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@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
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@@ Property / cites work @@
+Maximum likelihood estimation in a class of nonregular cases
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@@ Property / cites work @@
+Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
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@@ Property / cites work @@
+The extremal index for a Markov chain
@@ Property / cites work: The extremal index for a Markov chain / rank @@
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@@ Property / cites work @@
+Likelihood estimation of the extremal index
@@ Property / cites work: Likelihood estimation of the extremal index / rank @@
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+Maximum Likelihood Estimation of Misspecified Models
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+Q4869532
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+W1978678999
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+Publication:79202