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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...
Autor principal: | Ferreira, Marta |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2023
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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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