A Diagnostic for Selecting the Threshold in Extreme Value Analysis
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Publication:2729111
DOI10.1111/1467-9868.00286zbMath0979.62039OpenAlexW2013978435MaRDI QIDQ2729111
Publication date: 18 February 2002
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00286
order statisticsspacingsEdgeworth expansionPareto distributionHill estimatorsemiparametric inferencesmoothing parameterbootstrap methodstail exponentdiagnostic
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