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Statistical Inference and Application of Asymmetrical Generalized Pareto Distribution Based on Peaks-Over-Threshold Model 期刊论文
SYMMETRY-BASEL, 2024, 卷号: 16, 期号: 3, 页码: 20
作者:  Chen, Wenru;  Zhao, Xu;  Zhou, Mi;  Chen, Haiqing;  Ji, Qingqing;  Cheng, Weihu
收藏  |  浏览/下载:9/0  |  提交时间:2024/05/20
generalized Pareto distribution  parameter estimation  extreme quantile estimation  extreme value theory  
Statistical Inference of Dynamic Conditional Generalized Pareto Distribution with Weather and Air Quality Factors 期刊论文
MATHEMATICS, 2022, 卷号: 10, 期号: 9, 页码: 25
作者:  Huang, Chunli;  Zhao, Xu;  Cheng, Weihu;  Ji, Qingqing;  Duan, Qiao;  Han, Yufei
收藏  |  浏览/下载:25/0  |  提交时间:2022/12/07
generalized Pareto distribution  peaks over threshold  dynamic conditional autoregressive modeling  threshold selection  long short-term memory