Trend detection for heteroscedastic extremes

DOI10.1007/s10687-019-00363-1zbMath1436.62177OpenAlexW2971882900MaRDI QIDQ2303026

Romain Biard, Zaher Khraibani, Aline Mefleh, Clément Dombry

Publication date: 28 February 2020

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-019-00363-1

zbMATH Keywords

heteroscedastic extremestrend detection in extremes

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Simple change point model in heteroscedastic extremes ⋮ Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso

Uses Software

• ismev

Cites Work

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