Reiss and Thomas' automatic selection of the number of extremes (Q957044): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:41, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reiss and Thomas' automatic selection of the number of extremes |
scientific article |
Statements
Reiss and Thomas' automatic selection of the number of extremes (English)
0 references
26 November 2008
0 references
generalized extreme value distribution
0 references
generalized Pareto distribution
0 references
semiparametric estimation
0 references
mean squared error
0 references
regular variation
0 references
simulation
0 references
