On a basis for 'peaks over threshold' modeling

Leadbetter, M. R. (1991). On a basis for 'peaks over threshold' modeling.

Type

Unclassified

Intellectual base

Unclassified

Year

1991

DOI

10.1016/0167-7152(91)90107-3

Link

https://doi.org/10.1016/0167-7152(91)90107-3

Cited by

1 citation across 1 artifact.

Domain-specific

• Extreme value theory
  • Extreme value theory provides asymptotic distributions and inferential methods for rare observations in distribution tails.

Verification

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Registry ID ref:e0c64d831017 · see in the full table