Pages that link to "Item:Q715593"
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The following pages link to Extended generalised Pareto models for tail estimation (Q715593):
Displayed 17 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- A Bayesian approach to extended models for exceedance (Q1705548) (← links)
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (Q1792632) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Parametric models for distributions when interest is in extremes with an application to daily temperature (Q2028588) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
- Fitting the generalized Pareto distribution to data based on transformations of order statistics (Q5036523) (← links)
- (Q5066198) (← links)
- (Q5866616) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Joint stochastic simulation of extreme coastal and offshore significant wave heights (Q6138647) (← links)
- (Q6142215) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
- Copula-based conditional tail indices (Q6200942) (← links)