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Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity - MaRDI portal

Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity (Q6645752)

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scientific article; zbMATH DE number 7951421
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English
Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity
scientific article; zbMATH DE number 7951421

    Statements

    Cross-validatory extreme value threshold selection and uncertainty with application to ocean storm severity (English)
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    29 November 2024
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    cross-validation
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    extreme value theory
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    generalized Pareto distribution
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    predictive inference
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    threshold
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