XploRe  
   

  Extreme Value Analysis

1 Extreme Value Models

2 Generalized Pareto Distributions

3 Assessing the Adequacy: Mean Excess Functions

4 Estimation in EV Models

5 Fitting GP Distributions to the Upper Tail

6 Parametric Estimators for GP Models
1 Moment Estimator
2 ML Estimator in the GP Model
3 Pickands Estimator
4 Drees--Pickands Estimator
5 Hill Estimator
6 ML Estimator for Exponential Distributions
7 Selecting a Threshold by Means of a Diagram

7 Graphical User Interface

8 Example

  Bibliography


folder TUTORIALS