Adaptive Threshold Estimation via Extreme Value Theory

DOI10.1109/TSP.2009.2031285MaRDI QIDQ4570097zbMATHFDO

Authors Joshua B. Broadwater, Rama Chellappa

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sequential estimation (62L12) Non-Markovian processes: hypothesis testing (62M07) Detection theory in information and communication theory (94A13)

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Cited in

(4)

• Estimating a tail of the mixture of log-normal and inverse Gaussian distribution
• Threshold selection in univariate extreme value analysis
• Threshold selection and trimming in extremes
• A review of extreme value threshold estimation and uncertainty quantification

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