Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (Q4632674): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:30, 7 February 2024
scientific article; zbMATH DE number 7049291
Language | Label | Description | Also known as |
---|---|---|---|
English | Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling |
scientific article; zbMATH DE number 7049291 |
Statements
Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (English)
0 references
30 April 2019
0 references
extreme value theory
0 references
generalized Pareto distribution
0 references
likelihood ratio test
0 references
non-homogeneous Poisson process
0 references
penultimate approximation
0 references
threshold
0 references