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A diagnostic for selecting the threshold in extreme value analysis

✍ Scribed by Armelle Guillou; Peter Hall

Book ID
108547594
Publisher
Blackwell Publishing
Year
2001
Tongue
English
Weight
209 KB
Volume
63
Category
Article
ISSN
0952-8385

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## Abstract Parameters in a generalized extreme value (GEV) distribution are specified as a function of covariates using a conditional density network (CDN), which is a probabilistic extension of the multilayer perceptron neural network. If the covariate is time or is dependent on time, then the GE