Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate

By Brian Bader, Jun Yan, Xuebin Zhang. 2018

62 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e00457087e4d181b08505e0a4ff15c6e33a31fd7