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Choosing the threshold in extreme value analysis

stat.ME · 2026-06-26 · unverdicted · novelty 4.0

Review and simulation comparison of more than 40 threshold selection procedures for univariate extreme value analysis, with application to daily rainfall data.

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  • Choosing the threshold in extreme value analysis stat.ME · 2026-06-26 · unverdicted · none · ref 73

    Review and simulation comparison of more than 40 threshold selection procedures for univariate extreme value analysis, with application to daily rainfall data.