Tales from the tail: Robust estimation of moments of environmental data with one-sided detection limits

Computational Statistics and Data Analysis

Volumn 56, Issue 12, 2012, Pages 4266-4277

  Hsieh, Ping Hung ^a  

^a OREGON STATE UNIVERSITY   (United States)

Author keywords

Extreme value theory; Generalized Pareto distribution; Peaks over threshold; R nyi representation theorem; Tail index

Indexed keywords

EXTREME VALUE THEORY; GENERALIZED PARETO DISTRIBUTIONS; PEAKS OVER THRESHOLD; REPRESENTATION THEOREM; TAIL INDEX;

WIND EFFECTS;

ESTIMATION;

EID: 84864152992     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.04.007     Document Type: Article

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