A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
DOI10.1016/J.APM.2020.01.064zbMath1440.62171OpenAlexW3006190957MaRDI QIDQ2174726
Marcelo Bourguignon, Wyara Vanesa Moura e Silva, Fernando Ferraz do Nascimento
Publication date: 27 April 2020
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2020.01.064
extreme value analysisgeneralized extreme value distributionchange-point\(r\)-largest order statisticsmaximum and minimum series
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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