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Stein, Large sample properties of simulations using latin hypercube sampling, Technomet- rics29, 143 (1987), https://www.tandfonline.com/doi/pdf/10.1080/00401706.1987.10488205

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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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