Automated Threshold Selection and Associated Inference Uncertainty for Univariate Extremes

DOI10.1080/00401706.2024.2421744MaRDI QIDQ6938792zbMATH OpenFDO

Authors Jonathan A. Tawn

Publication date 22 August 2025

Published in Technometrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/00401706.2024.2421744

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• A modeler's guide to extreme value software
• A review of extreme value threshold estimation and uncertainty quantification
• An introduction to statistical modeling of extreme values
• Anticipating Catastrophes through Extreme Value Modelling
• Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
• Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity
• Generalized Additive Modelling of Sample Extremes
• scientific article; zbMATH DE number 4159879 (Why is no real title available?)
• Improved threshold diagnostic plots for extreme value analyses
• Statistical inference using extreme order statistics
• Threshold selection for multivariate heavy-tailed data
• Using a bootstrap method to choose the sample fraction in tail index estimation

Cited in

(3)

• An assessment on threshold selection for generalized Pareto distribution using goodness of fit
• Semi-parametric bulk and tail regression using spline-based neural networks
• Spatio-temporal modelling of extreme induced seismicity in the presence of an evolving measurement network

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