scientific article; zbMATH DE number 6806694

MaRDI QIDQ4591280zbMATH OpenFDO

Authors

Publication date 14 November 2017

Full work available at URL https://www.ine.pt/revstat/pdf/REVSTAT_v15-n4-5.pdf

zbMATH Keywords

confidence intervalsexceedance probabilitygeneralized Pareto distributionpeaks over thresholdquantilesthreshold selectionuncertainty reduction

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

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Cited in

(4)

• Extreme value analysis of a large designed experiment: a case study in bulk carrier safety
• An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire
• scientific article; zbMATH DE number 7508950 (Why is no real title available?)
• Sampling low-fidelity outputs for estimation of high-fidelity density and its tails

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