Optimal threshold determination based on the mean excess plot (Q5078078)
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scientific article; zbMATH DE number 7529995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal threshold determination based on the mean excess plot |
scientific article; zbMATH DE number 7529995 |
Statements
Optimal threshold determination based on the mean excess plot (English)
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20 May 2022
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mean excess plot
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peaks-over-threshold model
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order statistics
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generalized Pareto distribution
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quantile modeling
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bootstrap aggregation
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