
Optimal Threshold Determination for the Maximum Product of Spacing Methodology with Ties for Extreme Events
Author(s) -
Peter Murage,
Joseph Mung’atu,
Everlyne Odero
Publication year - 2019
Publication title -
open journal of modelling and simulation/open journal of modeling and simulation
Language(s) - English
Resource type - Journals
eISSN - 2327-4026
pISSN - 2327-4018
DOI - 10.4236/ojmsi.2019.73008
Subject(s) - generalized pareto distribution , extreme value theory , generalized extreme value distribution , event (particle physics) , mathematics , product (mathematics) , set (abstract data type) , statistics , pareto principle , econometrics , computer science , physics , geometry , quantum mechanics , programming language