scientific article

MaRDI QIDQ3580595

Tony Siu Tung Wong, Wai Keung Li

Publication date: 13 August 2010

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J20N3/J20N315/J20N315.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

threshold modelgeneralized Pareto distributionexceedancessuper-consistencymaximum product of spacings

Mathematics Subject Classification ID

Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

Related Items (8)

Test for homogeneity in gamma mixture models using likelihood ratio ⋮ Estimation and inference of threshold regression models with measurement errors ⋮ Extreme values identification in regression using a peaks-over-threshold approach ⋮ Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach ⋮ Diagnostic check for heavy tail in linear time series ⋮ Modelling extreme claims via composite models and threshold selection methods ⋮ A new test for tail index with application to Danish fire loss data ⋮ Threshold selection for extremes under a semiparametric model

This page was built for publication: