Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065): Difference between revisions

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Property / DOI: 10.1214/17-AOAS1092 / rank
 
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26 June 2018
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Property / publication date: 26 June 2018 / rank
 
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Property / author: Brian Bader / rank
 
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Property / author: Jun Yan / rank
 
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Property / author: Xuebin Zhang / rank
 
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Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (English)
Property / title: Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (English) / rank
 
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Property / zbMATH Open document ID: 1393.62023 / rank
 
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Property / full work available at URL: https://arxiv.org/abs/1604.02024 / rank
 
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Property / full work available at URL: https://projecteuclid.org/euclid.aoas/1520564474 / rank
 
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Property / Mathematics Subject Classification ID: 62G32 / rank
 
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Property / Mathematics Subject Classification ID: 62J15 / rank
 
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Property / Mathematics Subject Classification ID: 62P12 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6894708 / rank
 
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Property / zbMATH Keywords
 
batch analysis
Property / zbMATH Keywords: batch analysis / rank
 
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Property / zbMATH Keywords
 
exceedance diagnostic
Property / zbMATH Keywords: exceedance diagnostic / rank
 
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specification test
Property / zbMATH Keywords: specification test / rank
 
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stopping rule
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Revision as of 16:46, 24 July 2023

scientific article
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English
Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
scientific article

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    1 March 2018
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    26 June 2018
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    Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (English)
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    batch analysis
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    exceedance diagnostic
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    specification test
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    stopping rule
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