13 | Extreme Value Analysis |
13.1 | Extreme Value Models |
13.2 | Generalized Pareto Distributions |
13.3 | Mean Excess Functions |
13.4 | Estimation in EV Models |
13.4.1 | Linear Combination of Ratios of Spacings (LRS) |
13.4.2 | ML Estimator in the EV Model |
13.4.3 | ML Estimator in the Gumbel Model |
13.5 | Fitting GP Distributions to the Upper Tail |
13.6 | Parametric Estimators for GP Models |
13.7 | Graphical User Interface |
13.8 | Example |
Bibliography |