On a Minimum Distance Procedure for Threshold Selection in Tail Analysis-Reference-Cited by-同舟云学术

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On a Minimum Distance Procedure for Threshold Selection in Tail Analysis

Published:2020-01 Issue:1 Volume:2 Page:75-102
ISSN:2577-0187
Container-title:SIAM Journal on Mathematics of Data Science
language:en
Short-container-title:SIAM Journal on Mathematics of Data Science

Author:

Drees Holger,Resnick Sidney I.,Wang Tiandong

Funder

Multidisciplinary University Research Initiative

Deutsche Forschungsgemeinschaft

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Link

https://epubs.siam.org/doi/pdf/10.1137/19M1260463

Reference42 articles.

1. Emergence of Scaling in Random Networks

2. Critical points and transitions in an electric power transmission model for cascading failure blackouts

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