Extreme value analysis within a parametric outlier detection framework (Q5430347)
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scientific article; zbMATH DE number 5220042
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extreme value analysis within a parametric outlier detection framework |
scientific article; zbMATH DE number 5220042 |
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Extreme value analysis within a parametric outlier detection framework (English)
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16 December 2007
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generalized Pareto distribution
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partial posterior predictive distribution
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threshold selection
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value at risk
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0.7579842209815979
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0.749617338180542
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0.7382742762565613
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0.7382742762565613
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0.7318740487098694
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