Comparison of trend detection methods in GEV models
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Publication:5055133
DOI10.1080/03610918.2020.1804580OpenAlexW3087163976MaRDI QIDQ5055133
Zuzana Hübnerová, László Németh, András Zempléni
Publication date: 13 December 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1804580
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40)
Uses Software
Cites Work
- Regression estimator for the tail index
- Bootstrapping regression models
- Bootstrap methods: another look at the jackknife
- Minimum Sample Size Determination for Generalized Extreme Value Distribution
- Maximum likelihood estimation in a class of nonregular cases
- A Comparison of confidence intervals for generalized extreme-value distributions
- Permutation bootstrap and the block maxima method
- Estimates of the Regression Coefficient Based on Kendall's Tau
- An introduction to statistical modeling of extreme values
- Statistical modeling of spatial extremes
- Trends in Extreme Value Indices
- Stationary and nonstationary generalized extreme value modelling of extreme precipitation over a mountainous area under climate change
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