A Diagnostic for Selecting the Threshold in Extreme Value Analysis (Q2729111): Difference between revisions
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Revision as of 08:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Diagnostic for Selecting the Threshold in Extreme Value Analysis |
scientific article |
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A Diagnostic for Selecting the Threshold in Extreme Value Analysis (English)
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18 February 2002
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bootstrap methods
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Edgeworth expansion
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order statistics
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Pareto distribution
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semiparametric inference
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smoothing parameter
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spacings
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tail exponent
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Hill estimator
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diagnostic
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