Bias and size corrections in extreme value modeling

DOI10.1080/03610926.2017.1353630OpenAlexW2736352833MaRDI QIDQ5160262

David Roodman

Publication date: 28 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1353630

zbMATH Keywords

extreme value theorygeneralized extreme value distributiongeneralized Pareto distributionsmall-sample biasCox-Snellgeomagnetic disturbances

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32) Asymptotic properties of parametric tests (62F05)

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Improved inference on risk measures for univariate extremes ⋮ A new class of skew distributions with climate data analysis

Uses Software

• ismev

Cites Work

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