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Multiple thresholds in extremal parameter estimation - MaRDI portal

Multiple thresholds in extremal parameter estimation (Q2311600)

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Multiple thresholds in extremal parameter estimation
scientific article

    Statements

    title
    Multiple thresholds in extremal parameter estimation (English)
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    author
    Julian Sun
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    Gennady Samorodnitsky
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    published in
    Extremes
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    publication date
    4 July 2019
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    zbMATH Keywords
    extremal inference
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    regular variation
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    threshold selection
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    extremal index
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    bias
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    60G70
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    62G30
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    zbMATH DE Number
    7076467
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    OpenAlex ID
    W2894982449
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    Wikidata QID
    Q129140493
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