Trend detection for heteroscedastic extremes
From MaRDI portal
Publication:2303026
DOI10.1007/s10687-019-00363-1zbMath1436.62177OpenAlexW2971882900MaRDI QIDQ2303026
Romain Biard, Zaher Khraibani, Aline Mefleh, Clément Dombry
Publication date: 28 February 2020
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-019-00363-1
Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)
Related Items (2)
Simple change point model in heteroscedastic extremes ⋮ Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
- On the measurement and treatment of extremes in time series
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
- Limit theorems for empirical processes of cluster functionals
- Extremes and related properties of random sequences and processes
- On tail index estimation using dependent data
- On tail trend detection: modeling relative risk
- On kernel smoothing for extremal quantile regression
- Random Measures, Theory and Applications
- Laws of Small Numbers: Extremes and Rare Events
- Regular variation for measures on metric spaces
- Subexponentiality and infinite divisibility
- Asymptotic Statistics
- Statistics of Heteroscedastic Extremes
- An introduction to statistical modeling of extreme values
This page was built for publication: Trend detection for heteroscedastic extremes
