Abstract
Chapter 1 is basic for the understanding of the subject treated in this book. It is assumed that the given data are generated according to a random mechanism that can be linked to some parametric statistical model. In this chapter, the parametric models will be justified by means of mathematical arguments, namely by limit theorems. In this manner, extreme value (EV) and generalized Pareto (GP) models are introduced that are central for the statistical analysis of maxima and exceedances. Yet, we do not forget to mention other distributions used in practice for the modeling of extremes.
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References
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© 1997 Springer Basel AG
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Reiss, RD., Thomas, M. (1997). Parametric Modeling. In: Statistical Analysis of Extreme Values. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-6336-0_1
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DOI: https://doi.org/10.1007/978-3-0348-6336-0_1
Publisher Name: Birkhäuser, Basel
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Online ISBN: 978-3-0348-6336-0
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