Model misspecification in peaks over threshold analysis

Annals of Applied Statistics

Volumn 6, Issue 1, 2012, Pages 203-221

  Süveges, Mária ^a   Davison, Anthony C ^a  

^a EPFL   (Switzerland)

Author keywords

Cluster; Extremal index; Extreme value theory; Likelihood; Model misspecification; Neuch tel temperature data; Venezuelan rainfall data

Indexed keywords

EID: 84870281395     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/09-AOAS292     Document Type: Article

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