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Volumn 10, Issue 1, 2012, Pages 33-60

A review of extreme value threshold estimation and uncertainty quantification

Author keywords

Extreme value threshold selection; Graphical diagnostics; Mixture modelling; Rule of thumb; Threshold uncertainty

Indexed keywords


EID: 84859464622     PISSN: 16456726     EISSN: 21830371     Source Type: Journal    
DOI: None     Document Type: Review
Times cited : (475)

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