A one- and two-dimensional generalized Pareto model for a river flow

DOI10.1016/j.apm.2005.03.014zbMath1163.76403OpenAlexW2092417482MaRDI QIDQ2504409

Mario Lefebvre

Publication date: 25 September 2006

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2005.03.014

zbMATH Keywords

forecastgoodness-of-fitDirac delta functionextreme value statistics

Mathematics Subject Classification ID

Cites Work

• Exceedances over high thresholds: a guide to threshold selection
• Bayesian approach to parameter estimation of the generalized Pareto distribution
• Fitting the Generalized Pareto Distribution to Data

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