Improved threshold diagnostic plots for extreme value analyses (Q110575): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||||||||||||||
(6 intermediate revisions by 5 users not shown) | |||||||||||||||
Property / publication date | |||||||||||||||
23 January 2015
| |||||||||||||||
Property / publication date: 23 January 2015 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Paul J. Northrop / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Claire L. Coleman / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / title | |||||||||||||||
Improved threshold diagnostic plots for extreme value analyses (English) | |||||||||||||||
Property / title: Improved threshold diagnostic plots for extreme value analyses (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1308.62104 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / full work available at URL | |||||||||||||||
Property / full work available at URL: https://discovery.ucl.ac.uk/id/eprint/1434002/ / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 62G32 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 62F03 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 62F05 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 62P12 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 62P35 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 6390146 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
extreme value theory | |||||||||||||||
Property / zbMATH Keywords: extreme value theory / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
generalized Pareto distribution | |||||||||||||||
Property / zbMATH Keywords: generalized Pareto distribution / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
score test | |||||||||||||||
Property / zbMATH Keywords: score test / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
likelihood ratio test | |||||||||||||||
Property / zbMATH Keywords: likelihood ratio test / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
penultimate approximation | |||||||||||||||
Property / zbMATH Keywords: penultimate approximation / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
threshold | |||||||||||||||
Property / zbMATH Keywords: threshold / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / describes a project that uses | |||||||||||||||
Property / describes a project that uses: ismev / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / MaRDI profile type | |||||||||||||||
Property / MaRDI profile type: MaRDI publication profile / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / OpenAlex ID | |||||||||||||||
Property / OpenAlex ID: W2007163416 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: An introduction to statistical modeling of extreme values / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q3486670 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: The two-dimensional Poisson process and extremal processes / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Statistical inference using extreme order statistics / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q2921614 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Maximum likelihood estimation in a class of nonregular cases / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Model misspecification in peaks over threshold analysis / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling / rank | |||||||||||||||
Normal rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 14:08, 9 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Improved threshold diagnostic plots for extreme value analyses |
scientific article |
Statements
17
0 references
2
0 references
289-303
0 references
7 March 2014
0 references
23 January 2015
0 references
Improved threshold diagnostic plots for extreme value analyses (English)
0 references
extreme value theory
0 references
generalized Pareto distribution
0 references
score test
0 references
likelihood ratio test
0 references
penultimate approximation
0 references
threshold
0 references