A diagnostic for selecting the threshold in extreme value analysis (Q2729111)
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scientific article; zbMATH DE number 1621501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diagnostic for selecting the threshold in extreme value analysis |
scientific article; zbMATH DE number 1621501 |
Statements
18 February 2002
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bootstrap methods
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Edgeworth expansion
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order statistics
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Pareto distribution
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semiparametric inference
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smoothing parameter
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spacings
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tail exponent
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Hill estimator
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diagnostic
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A diagnostic for selecting the threshold in extreme value analysis (English)
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