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scientific article; zbMATH DE number 6806694 - MaRDI portal

scientific article; zbMATH DE number 6806694

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Publication:4591280

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zbMath1380.62223MaRDI QIDQ4591280

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Publication date: 14 November 2017

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v15-n4-5.pdf

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zbMATH Keywords

confidence intervals quantiles threshold selection generalized Pareto distribution uncertainty reduction peaks over threshold exceedance probability

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

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