Adaptive PORT-MVRB Estimation of the Extreme Value Index
DOI10.1007/978-3-642-32419-2_13zbMath1407.62415OpenAlexW38760630MaRDI QIDQ4644978
Lígia Henriques-Rodrigues, M. Ivette Gomes
Publication date: 9 January 2019
Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-32419-2_13
estimationextreme value indexcontrol real parameterenvironmental data of a bootstrap algorithmextreme value index (EVI)peaks over random threshold minimum-variance reduced-bias (PORT-MVRB)PORT-MVRB estimationtuning parameter \(k\)
Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Extreme value theory; extremal stochastic processes (60G70)
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