AN INTRODUCTION TO EXTREME ORDER STATISTICS AND
... 3. Inference based on top k extremes • Pickands’ Estimator • Hills Estimator • Estimating High Quantiles 4. GPD and Estimates Based on Exceedances 5. General Diagnostic Plots • QQ Plot • Empirical Mean Excess Function Plot 6. Examples 7. General Remarks 8. Software Resources 9. References ...
... 3. Inference based on top k extremes • Pickands’ Estimator • Hills Estimator • Estimating High Quantiles 4. GPD and Estimates Based on Exceedances 5. General Diagnostic Plots • QQ Plot • Empirical Mean Excess Function Plot 6. Examples 7. General Remarks 8. Software Resources 9. References ...