SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A quantile estimation for massive data with generalized Pareto distribution · Study

ArticleShelves

ArticleA quantile estimation for massive data with generalized Pareto distribution

Jongwoo Song2011

Article2011

A quantile estimation for massive data with generalized Pareto distribution

Jongwoo Song · Seongjoo Song

36 citations·0/0 files stored·Computational Statistics & Data Analysis

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Statistical Distribution Estimation and Applications Statistical Methods and Inference

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 36 citations exist upstream.

References

1994Modelling of extremal events in insurance and finance 1990Models for Exceedances Over High Thresholds 1974Residual Life Time at Great Age 2004Statistics of Extremes: Theory and Applications 2005Statistics of Extremes: Theory and Applications 1984Statistical Extremes and Applications 1997The Peaks over Thresholds Method for Estimating High Quantiles of Loss Distributions

Cited by

2016Estimating extreme tail risk measures with generalized Pareto distribution

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Estimating extreme tail risk measures with generalized Pareto distributionarticle · 6 shared references 2008Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributionsarticle · 5 shared references 2017Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold frameworkarticle · 5 shared references 2018Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approacharticle · 5 shared references 2008On the tails of extreme event distributions in hydrologyarticle · 4 shared references 2014Extreme Value Theory and Statistics of Univariate Extremes: A Reviewarticle · 4 shared references

Details

Year2011

Typearticle

Published2011-07-08

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations36

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1016/j.csda.2011.06.030

openalex_workW1968789009

Links

Imported from OpenAlex (CC0) — nothing here is generated.