Extended generalised Pareto models for tail estimation

DOI10.1016/j.jspi.2012.07.001zbMath1251.62020arXiv1111.6899OpenAlexW2048185457MaRDI QIDQ715593

Jonathan A. Tawn, Ioannis Papastathopoulos

Publication date: 30 October 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.6899

zbMATH Keywords

extreme value theorythreshold selectionextended generalised Pareto distributionliver toxicity

Mathematics Subject Classification ID

Related Items (17)

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Uses Software

• texmex

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