Second-order refined peaks-over-treshold modelling for heavy-tailed distributions

Keyphrases

• High Threshold 100%
• Heavy-tailed Distribution 100%
• Popular 50%
• Extreme Value Statistics 50%
• Statistical Model 50%
• Tail Parameter 50%
• Pareto 50%
• Generalized Pareto Distribution 50%
• Asymptotic Results 50%
• Low Threshold 50%

Mathematics

• Heavy-Tailed Distribution 100%
• Asymptotics 50%
• Tail Parameter 50%
• Generalized Pareto Distribution 50%
• Statistical Model 50%
• Extreme Value Statistics 50%
• Low Threshold 50%