High-dimensional peaks-over-threshold inference (Q4561013): Difference between revisions

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Latest revision as of 11:30, 9 December 2024

scientific article; zbMATH DE number 6991020
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High-dimensional peaks-over-threshold inference
scientific article; zbMATH DE number 6991020

    Statements

    High-dimensional peaks-over-threshold inference (English)
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    10 December 2018
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    functional regular variation
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    gradient score
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    Pareto process
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    peaks-over-threshold analysis
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    proper scoring rule
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    statistics of extremes
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