André, L. M.; Wadsworth, J. L.; O’Hagan, A. Joint modelling of the body and tail of bivariate data. (English) Zbl 1543.62011 Comput. Stat. Data Anal. 189, Article ID 107841, 19 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Lee, J.; Fan, Y.; Sisson, S. A. Bayesian threshold selection for extremal models using measures of surprise. (English) Zbl 1507.62098 Comput. Stat. Data Anal. 85, 84-99 (2015). MSC: 62-08 62F15 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
So, Mike K. P.; Chan, Raymond K. S. Bayesian analysis of tail asymmetry based on a threshold extreme value model. (English) Zbl 1471.62186 Comput. Stat. Data Anal. 71, 568-587 (2014). MSC: 62-08 62F15 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Fátima Brilhante, M.; Gomes, M. Ivette; Pestana, Dinis A simple generalisation of the Hill estimator. (English) Zbl 1365.62148 Comput. Stat. Data Anal. 57, No. 1, 518-535 (2013). MSC: 62G09 62G20 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Schaumburg, Julia Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory. (English) Zbl 1254.91279 Comput. Stat. Data Anal. 56, No. 12, 4081-4096 (2012). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI