A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data (Q2174726)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data |
scientific article |
Statements
A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data (English)
0 references
27 April 2020
0 references
change-point
0 references
extreme value analysis
0 references
generalized extreme value distribution
0 references
maximum and minimum series
0 references
\(r\)-largest order statistics
0 references
0 references
0 references