Bias reduced peaks over threshold tail estimation (Q5866616)
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scientific article; zbMATH DE number 7590013
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bias reduced peaks over threshold tail estimation |
scientific article; zbMATH DE number 7590013 |
Statements
22 September 2022
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peaks over threshold
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generalized Pareto distribution
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tail estimation
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mixture models
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0.8243621587753296
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0.8220528960227966
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0.7949780225753784
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0.7933838367462158
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0.7906022071838379
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