The following pages link to A discussion on mean excess plots (Q983173):
Displaying 15 items.
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Are your data really Pareto distributed? (Q1673333) (← links)
- Estimation of mean residual life based on ranked set sampling (Q1738000) (← links)
- Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
- Extreme events in dynamical systems and random walkers: a review (Q2144474) (← links)
- Convergence of persistence diagrams for topological crackle (Q2175001) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- When Does the Mean Excess Plot Look Linear? (Q3113810) (← links)
- Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
- Threshold selection for regional peaks-over-threshold data (Q5138076) (← links)
- Methods to Distinguish Between Polynomial and Exponential Tails (Q5418631) (← links)
- ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING (Q5745198) (← links)
- Estimation of the Pareto and related distributions – A reference-intrinsic approach (Q5875241) (← links)
- Cramér-von-Mises tests for the distribution of the excess over a confidence level (Q6050676) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
