Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (Q3224214): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds |
scientific article |
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Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (English)
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29 March 2012
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extremal index
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generalized Pareto distribution
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L-moment
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peaks over thresholds
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