Improved threshold diagnostic plots for extreme value analyses (Q110575): Difference between revisions

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Revision as of 12:15, 28 February 2024

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Improved threshold diagnostic plots for extreme value analyses
scientific article

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    17
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    289-303
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    7 March 2014
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    23 January 2015
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    Improved threshold diagnostic plots for extreme value analyses (English)
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    extreme value theory
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    generalized Pareto distribution
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    score test
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    likelihood ratio test
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    penultimate approximation
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    threshold
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