Functional peaks‐over‐threshold analysis

Peaks‐over‐threshold analysis using the generalised Pareto distribution is widely applied in modelling tails of univariate random variables, but much information may be lost when complex extreme events are studied using univariate results. In this paper, we extend peaks‐over‐threshold analysis to ex...

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Veröffentlicht in:	Journal of the Royal Statistical Society. Series B, Statistical methodology Statistical methodology, 2022-09, Vol.84 (4), p.1392-1422
Hauptverfasser:	de Fondeville, Raphaël, Davison, Anthony C.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Extremes functional regular variation peaks‐over‐threshold analysis Rainfall Random variables Regression analysis r‐Pareto process Simulation spatial statistics Statistical methods Statistics statistics of extremes windstorm
Online-Zugang:	Volltext
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