Univariate extreme value analysis

MaRDI QIDQ5272711zbMATH OpenFDO

Authors Dooti Roy, Jun Yan, Dipak K. Dey

Publication date 4 July 2017

zbMATH Keywords

block maxima methodlimit distributionPareto distributionpoint process methodstatistical inferencesunivariate extreme value analysis

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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(4)

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• Sources of uncertainty in the extreme value statistics of climate data

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