A comparison of estimators for the generalised Pareto distribution

By E. Mackay, P. Challenor, Abubakr S. Bahaj. 2011

76 citations recorded by the source corpus.

Subfields: Environmental Engineering, Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/cc7dc036596c9d42c99afc28a1d54e36d245ede3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Global and Planetary Change

1. X. Kergadallan
2. P. Bernardara
3. L. Hamm
4. Franck Mazas

In Statistics and Probability

1. L. Hamm
2. Franck Mazas
3. P. Bernardara
4. X. Kergadallan

Citations in the corpus

• A two-step framework for over-threshold modelling of environmental extremes (2014, methodology): “Following this theoretical result, the over-threshold modelling (OTM) approach widely spread in extreme value analyses, together with the application of the GPD, (Davison and Smith, 1990; Simiu and Heckert, 1995; Embrechts et al., 1997; Palutikof et al., 1999; Coles, 2001; Mackay et al., 2001; Pande”