A horse race between the block maxima method and the peak-over-threshold approach (Q2075692)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A horse race between the block maxima method and the peak-over-threshold approach |
scientific article |
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A horse race between the block maxima method and the peak-over-threshold approach (English)
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15 February 2022
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extreme value statistics
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extreme value index
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extremal index
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stationary time series
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