On tail trend detection: modeling relative risk

DOI10.1007/s10687-014-0207-8zbMath1319.60119arXiv1106.4149OpenAlexW2068182920MaRDI QIDQ2352973

Albert Klein Tank, Cláudia Neves, Laurens De Haan

Publication date: 7 July 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.4149

zbMATH Keywords

regular variationextreme value distributionclimate changeextreme rainfall

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Meteorology and atmospheric physics (86A10) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (7)

Spatial dependence and space-time trend in extreme events ⋮ A general estimator for the right endpoint with an application to supercentenarian women's records ⋮ Convergence of heteroscedastic extremes ⋮ Estimation of extreme quantiles from heavy-tailed distributions with neural networks ⋮ Statistics for heteroscedastic time series extremes ⋮ Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model ⋮ Trend detection for heteroscedastic extremes

Uses Software

• VGAM
• ismev

Cites Work

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