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Corrective to the article : Extreme Value Analysis - an Introduction Journal de la SFdS Vol. 154 No2, 66-97

Abstract : We provide an overview of the probability and statistical tools underlying the extreme value theory, which aims to predict occurrence of rare events. Firstly, we explain that the asymptotic distribution of extreme values belongs, in some sense, to the family of the generalised extreme value distributions which depend on a real parameter, called the extreme value index. Secondly, we discuss statistical tail estimation methods based on estimators of the extreme value index
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https://hal.inrae.fr/hal-02619684
Contributor : Migration Prodinra <>
Submitted on : Monday, May 25, 2020 - 8:23:13 PM
Last modification on : Thursday, February 11, 2021 - 3:30:50 AM

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Myriam Charras-Garrido, Yves Deville, Pascal Lezaud. Corrective to the article : Extreme Value Analysis - an Introduction Journal de la SFdS Vol. 154 No2, 66-97. Journal de la Société Française de Statistique, Société Française de Statistique et Société Mathématique de France, 2017, 58 (3), pp.27-28. ⟨hal-02619684⟩

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