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An introduction to statistical modelling of extreme values. Application to calculate extreme wind speeds

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  • Omey, Edward

    (Hogeschool-Universiteit Brussel (HUB), Belgium)

  • Mallor, Fermin

    (Public University of Navarre)

  • Nualart, Eulalia

    (Public University of Navarre)

Abstract

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Suggested Citation

  • Omey, Edward & Mallor, Fermin & Nualart, Eulalia, 2009. "An introduction to statistical modelling of extreme values. Application to calculate extreme wind speeds," Working Papers 2009/36, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    • Handle: RePEc:hub:wpecon:200936
    as

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    File URL: https://lirias.hubrussel.be/bitstream/123456789/2841/1/09HRP36.pdf
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    References listed on IDEAS

    as
    1. Christopher A. T. Ferro & Johan Segers, 2003. "Inference for clusters of extreme values," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 545-556, May.
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