Improved threshold diagnostic plots for extreme value analyses (Q110575)
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scientific article; zbMATH DE number 6390146
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| default for all languages | No label defined |
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| English | Improved threshold diagnostic plots for extreme value analyses |
scientific article; zbMATH DE number 6390146 |
Statements
17
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2
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289-303
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7 March 2014
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23 January 2015
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Improved threshold diagnostic plots for extreme value analyses (English)
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extreme value theory
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generalized Pareto distribution
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score test
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likelihood ratio test
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penultimate approximation
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threshold
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0.8425001502037048
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0.8425001502037048
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0.833219587802887
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