Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065): Difference between revisions

Latest revision as of 11:11, 30 July 2024

scientific article

Language	Label	Description	Also known as
English	Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate	scientific article

Statements

instance of

scholarly article

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published in

The Annals of Applied Statistics

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volume

12

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issue

1

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publication date

1 March 2018

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26 June 2018

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Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (English)

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full work available at URL

https://arxiv.org/abs/1604.02024

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https://projecteuclid.org/euclid.aoas/1520564474

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zbMATH Keywords

batch analysis

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exceedance diagnostic

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specification test

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stopping rule

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describes a project that uses

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MaRDI publication profile

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cites work

Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate

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Residual life time at great age

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Discovering the False Discovery Rate

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Simultaneous and selective inference: Current successes and future challenges

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Q4322338

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The control of the false discovery rate in multiple testing under dependency.

0 references

Adaptive FDR control under independence and dependence

0 references

Q5272715

0 references

A goodness-of-fit test using Moran's statistic with estimated parameters

0 references

An introduction to statistical modeling of extreme values

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Using a bootstrap method to choose the sample fraction in tail index estimation

0 references

Q3486670

0 references

How to make a Hill plot.

0 references

Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique

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Exceedances over high thresholds: a guide to threshold selection

0 references

On optimising the estimation of high quantiles of a probability distribution

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Inference for Clusters of Extreme Values

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Sequential Selection Procedures and False Discovery Rate Control

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Q5303075

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Q5574478

0 references

Some results on tests for Poisson processes

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A flexible extreme value mixture model

0 references

Q5821538

0 references

The Kumaraswamy GEV distribution

0 references

Improved threshold diagnostic plots for extreme value analyses

0 references

Extended generalised Pareto models for tail estimation

0 references

Statistical inference using extreme order statistics

0 references

Rate of convergence for the generalized Pareto approximation of the excesses

0 references

Threshold selection for regional peaks-over-threshold data

0 references

Q2921614

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Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling

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Identifiers

DOI

10.1214/17-aoas1092

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zbMATH Open document ID

1393.62023

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:133065

@@ Property / cites work @@
+Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
+Normal rank
@@ Property / cites work @@
+Residual life time at great age
@@ Property / cites work: Residual life time at great age / rank @@
+Normal rank
@@ Property / cites work @@
+Discovering the False Discovery Rate
@@ Property / cites work: Discovering the False Discovery Rate / rank @@
+Normal rank
@@ Property / cites work @@
+Simultaneous and selective inference: Current successes and future challenges
+Normal rank
@@ Property / cites work @@
+Q4322338
@@ Property / cites work: Q4322338 / rank @@
+Normal rank
@@ Property / cites work @@
+The control of the false discovery rate in multiple testing under dependency.
+Normal rank
@@ Property / cites work @@
+Adaptive FDR control under independence and dependence
+Normal rank
@@ Property / cites work @@
+Q5272715
@@ Property / cites work: Q5272715 / rank @@
+Normal rank
@@ Property / cites work @@
+A goodness-of-fit test using Moran's statistic with estimated parameters
+Normal rank
@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
+Normal rank
@@ Property / cites work @@
+Using a bootstrap method to choose the sample fraction in tail index estimation
+Normal rank
@@ Property / cites work @@
+Q3486670
@@ Property / cites work: Q3486670 / rank @@
+Normal rank
@@ Property / cites work @@
+How to make a Hill plot.
@@ Property / cites work: How to make a Hill plot. / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique
+Normal rank
@@ Property / cites work @@
+Exceedances over high thresholds: a guide to threshold selection
+Normal rank
@@ Property / cites work @@
+On optimising the estimation of high quantiles of a probability distribution
+Normal rank
@@ Property / cites work @@
+Inference for Clusters of Extreme Values
@@ Property / cites work: Inference for Clusters of Extreme Values / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Selection Procedures and False Discovery Rate Control
+Normal rank
@@ Property / cites work @@
+Q5303075
@@ Property / cites work: Q5303075 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5574478
@@ Property / cites work: Q5574478 / rank @@
+Normal rank
@@ Property / cites work @@
+Some results on tests for Poisson processes
@@ Property / cites work: Some results on tests for Poisson processes / rank @@
+Normal rank
@@ Property / cites work @@
+A flexible extreme value mixture model
@@ Property / cites work: A flexible extreme value mixture model / rank @@
+Normal rank
@@ Property / cites work @@
+Q5821538
@@ Property / cites work: Q5821538 / rank @@
+Normal rank
@@ Property / cites work @@
+The Kumaraswamy GEV distribution
@@ Property / cites work: The Kumaraswamy GEV distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Improved threshold diagnostic plots for extreme value analyses
+Normal rank
@@ Property / cites work @@
+Extended generalised Pareto models for tail estimation
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Rate of convergence for the generalized Pareto approximation of the excesses
+Normal rank
@@ Property / cites work @@
+Threshold selection for regional peaks-over-threshold data
+Normal rank
@@ Property / cites work @@
+Q2921614
@@ Property / cites work: Q2921614 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling
+Normal rank
@@ Property / OpenAlex ID @@
+W2790880830
@@ Property / OpenAlex ID: W2790880830 / rank @@
+Normal rank