Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (Q4632674)
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scientific article; zbMATH DE number 7049291
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| English | Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling |
scientific article; zbMATH DE number 7049291 |
Statements
Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (English)
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30 April 2019
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extreme value theory
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generalized Pareto distribution
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likelihood ratio test
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non-homogeneous Poisson process
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penultimate approximation
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threshold
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0.9179358
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0.89616823
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0.8849156
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0.8836136
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0.88348204
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0.8816515
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0.87800956
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