Browsing by Subject "Peak Over Threshold"

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Threshold Determination for Maximum Product of Spacing Methodology with Ties for Extreme Events

Murage, Peter G.; Mung’atu, Joseph K; Odero, Evelyne (MksU Press, 2021-06)

Extreme events are defined as values of the event below or above a certain value called threshold. A well-chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so ...
THRESHOLD DETERMINATION FOR MAXIMUM PRODUCT OF SPACING METHODOLOGY WITH TIES FOR EXTREME EVENTS

Murage, Peter G.; Mung’atu, Joseph K; Odero, Evelyne (Machakos University, 2019-04)

Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold ...