Improved threshold diagnostic plots for extreme value analyses (Q110575): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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Property / Mathematics Subject Classification ID: 62F05 / rank | |||
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Property / Mathematics Subject Classification ID: 62P12 / rank | |||
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Property / Mathematics Subject Classification ID: 62P35 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6390146 / rank | |||
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Property / zbMATH Keywords | |||
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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Property / zbMATH Keywords | |||
threshold | |||
Property / zbMATH Keywords: threshold / rank | |||
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Property / describes a project that uses: ismev / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2007163416 / rank | |||
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Property / cites work | |||
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 | |||
Property / cites work: Statistical inference using extreme order statistics / rank | |||
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Property / cites work | |||
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 | |||
Property / cites work: Model misspecification in peaks over threshold analysis / rank | |||
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Property / cites work | |||
Property / cites work: Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 14:08, 9 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Improved threshold diagnostic plots for extreme value analyses |
scientific article |
Statements
17
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2
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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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