Mathematical Geology

, Volume 21, Issue 8, pp 829–842 | Cite as

On tail estimation: An improved method

  • G. R. Dargahi-Noubary


A step is described toward better statistical treatment of data for tail estimation. The classical extreme value theory together with its practical inefficiency for tail inference are discussed briefly. The threshold method that utilizes available information in a more efficient manner is described, and its relation to extreme value theory is mentioned. Some comparison is also made using two sets of published data.

Key words

Tail extremes threshold generalized pareto wind flood 


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Copyright information

© International Association for Mathematical Geology 1989

Authors and Affiliations

  • G. R. Dargahi-Noubary
    • 1
  1. 1.Department of Mathematical Sciences, Division of StatisticsUniversity of Northern IllinoisDeKalb

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