Detecting change-points in extremes
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- scientific article; zbMATH DE number 5587083 (Why is no real title available?)
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- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression
- A Bayesian model for multiple change point to extremes, with application to environmental and financial data
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- A non-parametric entropy-based approach to detect changes in climate extremes
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- Extreme Quantile Estimation for Autoregressive Models
- Finding multiple abrupt change points
- ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes
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