Renext (Q66249)
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Renewal Method for Extreme Values Extrapolation
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Renext |
Renewal Method for Extreme Values Extrapolation |
Statements
29 August 2023
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Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.
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expanded from: GPL (≥ 2) (English)
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Yves Deville
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