Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960)
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scientific article; zbMATH DE number 1829103
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| English | Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data |
scientific article; zbMATH DE number 1829103 |
Statements
Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (English)
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14 November 2002
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bootstrap
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calibration
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domain of attraction
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exeedence
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peaks over thresholds
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extreme values
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0.7413068413734436
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0.7056916952133179
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0.7056867480278015
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0.7046372890472412
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0.7043576240539551
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