A review of extreme value threshold estimation and uncertainty quantification (Q2921614)

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scientific article; zbMATH DE number 6354755
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English
A review of extreme value threshold estimation and uncertainty quantification
scientific article; zbMATH DE number 6354755

    Statements

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    13 October 2014
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    extreme value threshold selection
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    graphical diagnostics
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    mixture modelling
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    rule of thumb
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    threshold uncertainty
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    A review of extreme value threshold estimation and uncertainty quantification (English)
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