POT (Q20215)
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Generalized Pareto Distribution and Peaks Over Threshold
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | POT |
Generalized Pareto Distribution and Peaks Over Threshold |
Statements
expanded from: GPL (≥ 2) (English)
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18 September 2026
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Some functions useful to perform a Peak Over Threshold analysis in univariate and bivariate cases, see Beirlant et al. (2004) <doi:10.1002/0470012382>. A user guide is available in the vignette.
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Identifiers
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