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Clustering of extreme values: estimation and application

The extreme value theory (EVT) encompasses a set of methods that allow inferring about the risk inherent to various phenomena in the scope of economic, financial, actuarial, environmental, hydrological, climatic sciences, as well as various areas of engineering. In many situations the clustering eff...

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Detalles Bibliográficos
Autor principal: Ferreira, Marta
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10064624/
https://www.ncbi.nlm.nih.gov/pubmed/37360852
http://dx.doi.org/10.1007/s10182-023-00474-y

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