Automated Threshold Selection and Associated Inference Uncertainty for Univariate Extremes
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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
(5)- 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
- Discussion of: ``Spatio-temporal modeling of extreme induced seismicity in the presence of an evolving measurement network
- Discussion on: ``Spatio-temporal modelling of extreme induced seismicity in the presence of an evolving measurement network
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