Multiple thresholds in extremal parameter estimation
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DOI: 10.1007/s10687-018-0337-5
Abstract: Selecting the number of upper order statistics to use in extremal inference or selecting the threshold above which we perform the extremal inference is a common step in applications of extreme value theory. Not only… read more here.
Keywords: parameter estimation; multiple thresholds; thresholds extremal; extremal parameter ... See more keywords