Graphical characterisation of probability distribution tails

DOI10.1007/S00477-002-0111-7MaRDI QIDQ1402968zbMATH OpenOpenAlexFDO

Authors D. Massart

Publication date 31 August 2003

Published in Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00477-002-0111-7

zbMATH Keywords

Pareto distributionrainfall extremesrelative mean excess functionscale invariance

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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• scientific article; zbMATH DE number 3921736

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(5)

• A bivariate Pareto model for drought
• A comparative study of the adaptive choice of thresholds in extreme hydrologic events
• A multifractal approach to stochastic modelling in hydrology
• The flood probability distribution tail: How heavy is it?
• Bayesian comparison of different rainfall depth-duration-frequency relationships

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