Extreme values identification in regression using a peaks-over-threshold approach

DOI10.1080/02664763.2014.978843OpenAlexW2045499746MaRDI QIDQ5130174

Wai Keung Li, Tong Siu Tung Wong

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.978843

zbMATH Keywords

extreme value indexpeaks-over-thresholdregression diagnosticexponential threshold model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Estimation in survival analysis and censored data (62N02) Testing in survival analysis and censored data (62N03) Diagnostics, and linear inference and regression (62J20)

Uses Software

• ismev

Cites Work

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