Confidence Intervals for Exceedance Probabilities with Application Tto Extreme Ship Motions
Statistical inference of a probability of exceeding a large critical value is studied in the peaks-over-threshold (POT) approach. The focus is on assessing the performance of the various confidence intervals for the exceedance probability, both for the generalized Pareto distribution used above a s...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
Instituto Nacional de Estatística | Statistics Portugal
2017-10-01
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Series: | Revstat Statistical Journal |
Subjects: | |
Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/226 |