Exceedance rate, exceedance probability, and the duality of GEV and GPD for extreme hazard analysis
Chi‐Hsiang Wang, J.D. Holmes
Topics & Concepts
Generalized Pareto distributionStatisticsExtreme value theoryMathematicsReturn periodMaximaShape parameterGeneralized extreme value distributionProbability distributionConfidence intervalGeographyPerformance artFlood mythArt historyArchaeologyArtHydrology and Drought AnalysisWind and Air Flow StudiesFinancial Risk and Volatility Modeling