Extreme value analysis: an introduction

MaRDI QIDQ5262098zbMATHFDO

Authors Myriam Charras-Garrido, Pascal Lezaud

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/169/

zbMATH Keywords

extreme value theoryextreme value indexdistribution tail estimationmax stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Recommendations

• scientific article; zbMATH DE number 1188958
• scientific article; zbMATH DE number 4062346
• scientific article; zbMATH DE number 5317349
• Extreme value theory. An introduction.
• scientific article; zbMATH DE number 36675

Cited in

(16)

• Estimation of extreme values by the average conditional exceedance rate method
• An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire
• Analysis of extreme values of natural processes: Statistical description of the maximum
• Extreme value analysis -- a brief overview with an application to flow discharge rate data in a hydrometric station in the North of Portugal
• Do extreme events trigger turbulence decay? -- A numerical study of turbulence decay time in pipe flows
• The likely determines the unlikely
• The analysis of extreme events -- some forecasting approaches
• An introduction to statistical modeling of extreme values
• Testing conditions and estimating parameters in extreme value theory: application to environmental data
• Extreme value theory applied to \(r\) largest order statistics under the Bayesian approach
• Quantum resonant systems, integrable and chaotic
• Estimation of the Pareto and related distributions – A reference-intrinsic approach
• A guide for the selection of a numerical methodology adapted to the analysis of extreme events
• Capturing information in extreme events
• Extreme value analysis within a parametric outlier detection framework
• On distributionally robust extreme value analysis

This page was built for publication: Extreme value analysis: an introduction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5262098)