XploRe  
   

  Extreme Value Analysis

1 Extreme Value Models

2 Generalized Pareto Distributions

3 Mean Excess Functions

4 Estimation in EV Models

5 Fitting GP Distributions to the Upper Tail

6 Parametric Estimators for GP Models
6.1 Moment Estimator
6.2 ML Estimator in the GP Model
6.3 Pickands Estimator
6.4 Drees--Pickands Estimator
6.5 Hill Estimator
6.6 ML Estimator for Exponential Distributions
6.7 Selecting a Threshold by Means of a Diagram

7 Graphical User Interface

8 Example

  Bibliography


folder TUTORIALS