Assessment of ‘peaks over threshold’ methods for estimating extreme value distribution tails
- 30 November 1993
- journal article
- research article
- Published by Elsevier in Structural Safety
- Vol. 12 (4) , 305-314
- https://doi.org/10.1016/0167-4730(93)90059-a
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A Moment Estimator for the Index of an Extreme-Value DistributionThe Annals of Statistics, 1989
- On the Estimation of the Extreme-Value Index and Large Quantile EstimationThe Annals of Statistics, 1989
- Parameter and Quantile Estimation for the Generalized Pareto DistributionTechnometrics, 1987
- Statistical Inference Using Extreme Order StatisticsThe Annals of Statistics, 1975