Graphical characterisation of probability distribution tails

DOI10.1007/S00477-002-0111-7zbMath1037.62117OpenAlexW1973297392MaRDI QIDQ1402968

D. Massart

Publication date: 31 August 2003

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-002-0111-7

zbMATH Keywords

scale invariancePareto distributionrainfall extremesrelative mean excess function

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Related Items (3)

Bayesian comparison of different rainfall depth-duration-frequency relationships ⋮ A bivariate Pareto model for drought ⋮ A comparative study of the adaptive choice of thresholds in extreme hydrologic events

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