A flexible extended generalized Pareto distribution for tail estimation
From MaRDI portal
Publication:6626496
DOI10.1002/ENV.2744zbMATH Open1545.62775MaRDI QIDQ6626496FDOQ6626496
Philémon Gamet, Jonathan Jalbert
Publication date: 28 October 2024
Published in: Environmetrics (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to statistical modeling of extreme values
- Estimating the dimension of a model
- Statistical inference using extreme order statistics
- Extreme values for stationary and Markov sequences
- Residual life time at great age
- A dynamical mixture model for unsupervised tail estimation without threshold selection
- Extended generalised Pareto models for tail estimation
- A flexible extreme value mixture model
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case
- A Space-Time Skew-t Model for Threshold Exceedances
- Parametric models for distributions when interest is in extremes with an application to daily temperature
- An extreme value Bayesian Lasso for the conditional left and right tails
- Should annual maximum temperatures follow a generalized extreme value distribution?
- Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount
- A self-exciting marked point process model for drought analysis
- A parametric model for distributions with flexible behavior in both tails
- Spatial hierarchical modeling of threshold exceedances using rate mixtures
Cited In (2)
This page was built for publication: A flexible extended generalized Pareto distribution for tail estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6626496)
