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18 p, 986.2 KB Modelling extreme values by the residual coefficient of variation / Castillo, Joan del (Universitat Autònoma de Barcelona. Secció de Matemàtiques) ; Padilla Cozar , Maria
The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection algorithm. [...]
2016
SORT : statistics and operations research transactions, Vol. 40 Núm. 2 (July-December 2016) , p. 303-320 (Articles)  

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