Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 74, Issue 3, 2012, Pages 543-567

  Wadsworth, J L ^a   Tawn, J A ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Extreme value theory; Generalized Pareto distribution; Likelihood ratio test; Non homogeneous Poisson process; Penultimate approximation; Threshold

Indexed keywords

EID: 84861197971     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2011.01017.x     Document Type: Article

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