Improved threshold diagnostic plots for extreme value analyses (Q110575): Difference between revisions

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Property / zbMATH DE Number: 6390146 / rank
 
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extreme value theory
Property / zbMATH Keywords: extreme value theory / rank
 
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generalized Pareto distribution
Property / zbMATH Keywords: generalized Pareto distribution / rank
 
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score test
Property / zbMATH Keywords: score test / rank
 
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likelihood ratio test
Property / zbMATH Keywords: likelihood ratio test / rank
 
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penultimate approximation
Property / zbMATH Keywords: penultimate approximation / rank
 
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threshold
Property / zbMATH Keywords: threshold / rank
 
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Property / OpenAlex ID: W2007163416 / rank
 
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Property / cites work: An introduction to statistical modeling of extreme values / rank
 
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Property / cites work
 
Property / cites work: Q3486670 / rank
 
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Property / cites work
 
Property / cites work: The two-dimensional Poisson process and extremal processes / rank
 
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Property / cites work: Statistical inference using extreme order statistics / rank
 
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Property / cites work: Q2921614 / rank
 
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Property / cites work: Maximum likelihood estimation in a class of nonregular cases / rank
 
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Property / cites work: Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling / rank
 
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Latest revision as of 14:08, 9 July 2024

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Improved threshold diagnostic plots for extreme value analyses
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    17
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    289-303
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    7 March 2014
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    23 January 2015
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    Improved threshold diagnostic plots for extreme value analyses (English)
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    extreme value theory
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    generalized Pareto distribution
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    score test
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    likelihood ratio test
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    penultimate approximation
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    threshold
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