Improved threshold diagnostic plots for extreme value analyses
DOI10.1007/S10687-014-0183-ZzbMATH Open1308.62104OpenAlexW2007163416MaRDI QIDQ110575FDOQ110575
Authors: Paul J. Northrop, Claire L. Coleman, Paul J. Northrop, Claire L. Coleman 
Publication date: 7 March 2014
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://discovery.ucl.ac.uk/id/eprint/1434002/
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thresholdextreme value theorylikelihood ratio testgeneralized Pareto distributionpenultimate approximationscore test
Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12) Applications of statistics to physics (62P35)
Cites Work
- An introduction to statistical modeling of extreme values
- Model misspecification in peaks over threshold analysis
- A review of extreme value threshold estimation and uncertainty quantification
- Statistical inference using extreme order statistics
- Title not available (Why is that?)
- Maximum likelihood estimation in a class of nonregular cases
- Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling
- The two-dimensional Poisson process and extremal processes
Cited In (12)
- Invited article by M. Gidea: Extreme events and emergency scales
- Threshold selection in univariate extreme value analysis
- Diagnostics for Dependence within Time Series Extremes
- A modeler's guide to extreme value software
- Title not available (Why is that?)
- A diagnostic for selecting the threshold in extreme value analysis
- Nonstationary POT modelling of air pollution concentrations: statistical analysis of the traffic and meteorological impact
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
- An entropy-based validation of threshold selection technique for extreme value analysis and risk assessment
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
- Spatiotemporal wildfire modeling through point processes with moderate and extreme marks
- mev
Uses Software
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