Threshold selection in univariate extreme value analysis (Q826008)
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scientific article; zbMATH DE number 7449516
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Threshold selection in univariate extreme value analysis |
scientific article; zbMATH DE number 7449516 |
Statements
Threshold selection in univariate extreme value analysis (English)
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18 December 2021
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peaks-over-threshold approach
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power laws
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Hill estimator
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tuning parameter selection
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bias estimation
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0.9732746
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0.9303188
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0.92054355
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0.91402423
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0.89319545
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0.87602484
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