Peaks-over-threshold modeling under random censoring (Q3566560)
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scientific article; zbMATH DE number 5717982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Peaks-over-threshold modeling under random censoring |
scientific article; zbMATH DE number 5717982 |
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Peaks-Over-Threshold Modeling Under Random Censoring (English)
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8 June 2010
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asymptotic normality
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extreme value index
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Newton-Raphson algorithm
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random censoring
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0.8005973100662231
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0.7976632714271545
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0.7873692512512207
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0.7717114686965942
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0.7703189253807068
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