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
TUTORIALS