Regional extreme value index estimation and a test of tail homogeneity

DOI10.1002/env.2376zbMath1525.62155OpenAlexW2205929549MaRDI QIDQ6139182

Paul Kinsvater, Jona Lilienthal, Roland Fried

Publication date: 18 December 2023

Published in: Environmetrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/env.2376

zbMATH Keywords

homogeneity testHill estimatorextreme value indexregional flood frequency analysis

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
• Estimating a multidimensional extreme-value distribution
• Rank-based inference for bivariate extreme-value copulas
• Adaptive estimates of parameters of regular variation
• A simple general approach to inference about the tail of a distribution
• How to make a Hill plot.
• Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
• Non-parametric Estimation of Tail Dependence
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
• Testing Statistical Hypotheses
• Heavy-Tail Phenomena

This page was built for publication: Regional extreme value index estimation and a test of tail homogeneity