Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (Q3224214)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds |
scientific article |
Statements
Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (English)
0 references
29 March 2012
0 references
extremal index
0 references
generalized Pareto distribution
0 references
L-moment
0 references
peaks over thresholds
0 references