An Introduction to Statistical Extreme Value Theory - IMAGe
An Introduction to Statistical Extreme Value Theory - IMAGe
An Introduction to Statistical Extreme Value Theory - IMAGe
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Dependence – (fitting the GPD)Choosing a threshold – mean excess function as adiagnostic:Mean Excess−50 0 50 100 150 2000 100 200 300 400uTu<strong>to</strong>rial in <strong>Extreme</strong> <strong>Value</strong> <strong>Theory</strong>