Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity

DOI10.1111/RSSC.12159MaRDI QIDQ6645752FDOQ6645752

Authors: Paul J. Northrop, Nicolas Attalides, Philip Jonathan 

Publication date: 29 November 2024

Published in: Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

zbMATH Keywords

thresholdcross-validationextreme value theorygeneralized Pareto distributionpredictive inference

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cited In (2)

• Nonstationary POT modelling of air pollution concentrations: statistical analysis of the traffic and meteorological impact
• Flexible covariate representations for extremes

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