Adaptive PORT-MVRB estimation of the extreme value index (Q4644978)
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scientific article; zbMATH DE number 6999142
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| English | Adaptive PORT-MVRB estimation of the extreme value index |
scientific article; zbMATH DE number 6999142 |
Statements
Adaptive PORT-MVRB Estimation of the Extreme Value Index (English)
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9 January 2019
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PORT-MVRB estimation
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extreme value index
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environmental data of a bootstrap algorithm
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extreme value index (EVI)
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peaks over random threshold minimum-variance reduced-bias (PORT-MVRB)
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tuning parameter \(k\)
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estimation
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control real parameter
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0.8765918016433716
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0.874193549156189
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0.8309468030929565
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0.8180018663406372
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0.817696213722229
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