Extreme Value Theory and Statistics of Univariate Extremes: A Review

International Statistical Review

Volumn 83, Issue 2, 2015, Pages 263-292

  Gomes, M Ivette ^a,b   Guillou, Armelle ^c  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

^c UNIVERSITÉ DE STRASBOURG   (France)

Author keywords

Extreme value index and tail parameters; Parametric and semi parametric approaches; Statistics of univariate extremes; Testing issues

Indexed keywords

EID: 85028206021     PISSN: 03067734     EISSN: 17515823     Source Type: Journal    
DOI: 10.1111/insr.12058     Document Type: Article

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