Tales from the tail: robust estimation of moments of environmental data with one-sided detection limits

DOI10.1016/J.CSDA.2012.04.007zbMath1255.62332OpenAlexW2085604025MaRDI QIDQ1927208

Ping-Hung Hsieh

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.04.007

zbMATH Keywords

tail indexextreme value theorygeneralized Pareto distributionpeaks over thresholdRényi representation theorem

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

Uses Software

• NADA

Cites Work

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• On the theory of order statistics
• On the Distribution of a Positive Random Variable Having a Discrete Probability Mass at the Origin
• Robust Statistics

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