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

DOI10.1111/RSSC.12159MaRDI QIDQ6645752FDO

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

This page was built for publication: Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6645752)