Pages that link to "Item:Q133065"
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The following pages link to Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065):
Displaying 13 items.
- eva (Q29705) (← links)
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- The risk function of the goodness-of-fit tests for tail models (Q2065310) (← links)
- Multifractal characteristics on multiple pollution variables in Malaysia (Q2089369) (← links)
- Scoring predictions at extreme quantiles (Q2106823) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
