Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling

Published 2012 View Full Article

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Title
Likelihood-based procedures for threshold diagnostics and uncertainty in extreme value modelling
Authors
Keywords
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Journal
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Volume 74, Issue 3, Pages 543-567
Publisher
Wiley
Online
2012-02-16
DOI
10.1111/j.1467-9868.2011.01017.x
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