Conditioning exceedances on covariate processes (Q906628)
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scientific article; zbMATH DE number 6534625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioning exceedances on covariate processes |
scientific article; zbMATH DE number 6534625 |
Statements
Conditioning exceedances on covariate processes (English)
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22 January 2016
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point processes of exceedances
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statistics of extreme values
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covariate information
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conditional maximum likelihood estimation
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0.7715080380439758
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0.7637664675712585
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0.7558590769767761
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