Extreme value statistics for analysing simulated environmental extremes

DOI10.1007/S10687-024-00502-3MaRDI QIDQ6987195zbMATH OpenFDO

Authors Henry Elsom, Matthew D. M. Pawley

Publication date 7 May 2025

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10687-024-00502-3

zbMATH Keywords

bootstrappingEVA (2023) Conference Data Challengeextreme value analysismax-linear modelsparse projectionstail pairwise dependence matrix

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Statistics of extreme values; tail inference (62G32) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to environmental and related topics (62P12)

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Cited in

(1)

• Adaptive confidence intervals for extreme quantiles from heavy-tailed distributions

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