Extreme value analysis: an introduction

zbMATH Open1316.62063MaRDI QIDQ5262098FDOQ5262098

Authors: Myriam Charras-Garrido, Pascal Lezaud 

Publication date: 13 July 2015

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

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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)

Cited In (16)

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• Extreme value theory applied to \(r\) largest order statistics under the Bayesian approach
• A guide for the selection of a numerical methodology adapted to the analysis of extreme events
• Analysis of extreme values of natural processes: Statistical description of the maximum
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• Testing conditions and estimating parameters in extreme value theory: application to environmental data
• An introduction to statistical modeling of extreme values
• Estimation of extreme values by the average conditional exceedance rate method
• The analysis of extreme events -- some forecasting approaches
• An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire

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