Threshold selection for regional peaks-over-threshold data
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Publication:5138076
DOI10.1080/02664763.2015.1100589OpenAlexW2228300162MaRDI QIDQ5138076
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Publication date: 3 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2015.1100589
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A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series ⋮ Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
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