Incollection,

Threshold Methods for Sample Extremes

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Statistical Extremes and Applications, volume 131 of NATO ASI Series, Springer Netherlands, (1984)
DOI: 10.1007/978-94-017-3069-3_48

Abstract

The aim of this paper is to bring together two previously unrelated areas of the statistical analysis of extremes, and to suggest how they might form the basis of a general technique of extreme value analysis of time series.

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