Exceedances over high thresholds: a guide to threshold selection
From MaRDI portal
Publication:1294765
DOI10.1023/A:1009914915709zbMath0921.62030OpenAlexW70902397MaRDI QIDQ1294765
Publication date: 10 August 1999
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009914915709
M-estimatorsgoodness of fit testsgeneralized Pareto distributionexceedances over thresholdsoptimal bias robust estimators
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