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Covariate-varying threshold selection method in non-stationary generalized pareto model

Non-stationary data usually exist in real life and influenced by covariates. The non-stationary extremes are usually modelled by setting a constant high threshold, u, where the threshold exceedances are modelled by Generalized Pareto distribution (GP). Covariates model is incorporated to the GP par...

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書誌詳細
主要な著者:	Shihabuddin, Afif, Ali, Norhaslinda, Adam, Mohd Bakri
フォーマット:	論文
言語:	English
出版事項:	Academy of Sciences Malaysia 2019
オンライン･アクセス:	http://psasir.upm.edu.my/id/eprint/81045/1/PARETO.pdf http://psasir.upm.edu.my/id/eprint/81045/ https://www.akademisains.gov.my/asmsj/article/covariate-varying-threshold-selection-method-in-non-stationary-generalized-pareto-model/
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