Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates (Q5266235)
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scientific article; zbMATH DE number 6467952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates |
scientific article; zbMATH DE number 6467952 |
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Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates (English)
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30 July 2015
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regression
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time series analysis
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extreme value theory
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generalized Pareto distribution
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systematically missing information
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