Testing for a multivariate generalized Pareto distribution
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Publication:626274
DOI10.1007/S10687-008-0067-1zbMath1223.62062OpenAlexW2165262907MaRDI QIDQ626274
Publication date: 22 February 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-008-0067-1
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Hypothesis testing in multivariate analysis (62H15)
Related Items (6)
A multivariate piecing-together approach with an application to operational loss data ⋮ Testing for a generalized Pareto process ⋮ Testing for a \(\delta \)-neighborhood of a generalized Pareto copula ⋮ Simulation of certain multivariate generalized Pareto distributions ⋮ The spectrogram: a threshold-based inferential tool for extremes of stochastic processes ⋮ A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
Uses Software
Cites Work
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