A threshold approach for peaks-over-threshold modeling using maximum product of spacings (Q3580595)
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scientific article; zbMATH DE number 5769966
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| English | A threshold approach for peaks-over-threshold modeling using maximum product of spacings |
scientific article; zbMATH DE number 5769966 |
Statements
13 August 2010
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exceedances
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generalized Pareto distribution
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maximum product of spacings
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super-consistency
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threshold model
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0.7917444705963135
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0.7914095520973206
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0.7888312935829163
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0.7887431383132935
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