Reiss and Thomas' automatic selection of the number of extremes (Q957044)
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scientific article; zbMATH DE number 5374076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reiss and Thomas' automatic selection of the number of extremes |
scientific article; zbMATH DE number 5374076 |
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Reiss and Thomas' automatic selection of the number of extremes (English)
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26 November 2008
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generalized extreme value distribution
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generalized Pareto distribution
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semiparametric estimation
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mean squared error
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regular variation
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simulation
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