Threshold selection in univariate extreme value analysis (Q826008)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold selection in univariate extreme value analysis |
scientific article |
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Threshold selection in univariate extreme value analysis (English)
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18 December 2021
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peaks-over-threshold approach
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power laws
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Hill estimator
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tuning parameter selection
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bias estimation
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