An Entropy-Based Validation of Threshold Selection Technique for Extreme Value Analysis and Risk Assessment

被引：0
|
作者：
K. M. Sakthivel [1 ]
V. Nandhini [1 ]
机构：
[1] Department of Statistics,
[2] Bharathiar University,undefined
来源：
Lobachevskii Journal of Mathematics | 2024年 / 45卷 / 4期
关键词：
exceedances; threshold; extreme value distributions; tail behavior; return levels;
D O I：
10.1134/S1995080224600043
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：1633 / 1651
页数：18
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