Estimation of Extreme Values by the Average Conditional Exceedance Rate Method
نویسندگان
چکیده
منابع مشابه
Prediction of Extreme Values by the Average Conditional Exceedance Rate Method
This paper details a new method for extreme value prediction on the basis of a sampled time series. The method is specifically designed to account for statistical dependence between the sampled data points in a precise manner. In fact, if properly used, the new method will provide estimates of the exact extreme value distribution provided by the data. It avoids the problem of having to decluste...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2013
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2013/797014