Estimation of extreme values by the average conditional exceedance rate method

DOI10.1155/2013/797014zbMath1273.62109OpenAlexW2056590834WikidataQ59021454 ScholiaQ59021454MaRDI QIDQ1952487

O. Gaidai, Arvid Naess, O. Karpa

Publication date: 31 May 2013

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/797014

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

Uses Software

• NAG
• ismev
• bootstrap
• bootlib

Cites Work

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