A new method to choose the threshold in the POT model

2009 1st International Conference on Information Science and Engineering, ICISE 2009

Volumn , Issue , 2009, Pages 750-753

  Zhang, Xiangxian ^a   Ge, Wenlei ^a  

^a DONGHUA UNIVERSITY   (China)

Author keywords

MSE; POT model; Threshold selection; Two sample K S tests

Indexed keywords

COMPUTER PROGRAM; EMPIRICAL STUDIES; ENVIRONMENTAL ANALYSIS; K-S TEST; OPTIMAL THRESHOLD; PEAKS OVER THRESHOLD; SUBJECTIVE METHODS; THRESHOLD SELECTION;

INFORMATION SCIENCE; OPTIMIZATION;

MEAN SQUARE ERROR;

EID: 77952760051     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICISE.2009.97     Document Type: Conference Paper

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