A Discussion on Mean Excess Plots

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A Discussion on Mean Excess Plots

30 July 2009

Sidney I. Resnick

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Papers citing "A Discussion on Mean Excess Plots"

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Title
On the identification of the riskiest directional components from multivariate heavy-tailed data Miriam Hagele Jaakko Lehtomaa 20 0 0 10 Dec 2021
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions Maxime Taillardat Anne-Laure Fougères Philippe Naveau Raphaël de Fondeville 71 22 0 10 May 2019
Modeling extreme values by the residual coefficient of variation J. Castillo Maria Padilla 77 10 0 01 Oct 2015
Detecting tail behavior: mean excess plots with confidence bounds Bikramjit Das Souvik Ghosh 30 8 0 03 Jan 2015
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring B. Brahimi D. Meraghni A. Necir 123 16 0 07 Feb 2013
Local asymptotic normality in δ-neighborhoods of standard generalized Pareto processes Stefan Aulbach M. Falk 142 8 0 03 Aug 2011
When does the mean excess plot look linear? Souvik Ghosh Sidney I. Resnick FAtt 77 11 0 30 Nov 2010
Weak limits for exploratory plots in the analysis of extremes Bikramjit Das Souvik Ghosh 113 12 0 16 Aug 2010