XploRe  
   

  Extreme Value Analysis

1 Extreme Value Models

2 Generalized Pareto Distributions

3 Mean Excess Functions

4 Estimation in EV Models
4.1 Linear Combination of Ratios of Spacings (LRS)
4.2 ML Estimator in the EV Model
4.3 ML Estimator in the Gumbel Model

5 Fitting GP Distributions to the Upper Tail

6 Parametric Estimators for GP Models

7 Graphical User Interface

8 Example

  Bibliography


folder TUTORIALS