%0 Journal Article %1 Alonso.etal2014 %A Alonso, Andrés M. %A de Zea Bermudez, Patricia %A Scotto, Manuel G. %D 2014 %I Springer Berlin Heidelberg %J Stochastic Environmental Research and Risk Assessment %K Extremes GPD POT Spain Subsampling temperature %N 5 %P 1221-1233 %R 10.1007/s00477-013-0809-8 %T Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain %U http://dx.doi.org/10.1007/s00477-013-0809-8 %V 28 %X In this paper, a subsampling-based testing procedure for the comparison of the exceedance distributions of stationary time series is introduced. The proposed testing procedure has a number of advantages including the fact that the assumption of stationary can be relaxed for some specific forms of non-stationary and also that the two time series are not required to be independently-generated. For this purpose, a test based on the Kolmogorov–Smirnov and the

@article{Alonso.etal2014, abstract = {In this paper, a subsampling-based testing procedure for the comparison of the exceedance distributions of stationary time series is introduced. The proposed testing procedure has a number of advantages including the fact that the assumption of stationary can be relaxed for some specific forms of non-stationary and also that the two time series are not required to be independently-generated. For this purpose, a test based on the Kolmogorov–Smirnov and the }, added-at = {2014-05-14T20:43:04.000+0200}, author = {Alonso, Andrés M. and de Zea Bermudez, Patricia and Scotto, Manuel G.}, biburl = {https://www.bibsonomy.org/bibtex/29d00ca5183f5c0de3479b61b43de19bf/marsianus}, description = {Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain - Springer}, doi = {10.1007/s00477-013-0809-8}, interhash = {b583ebde7576f6d9a8396b56273ffc5f}, intrahash = {9d00ca5183f5c0de3479b61b43de19bf}, issn = {1436-3240}, journal = {Stochastic Environmental Research and Risk Assessment}, keywords = {Extremes GPD POT Spain Subsampling temperature}, language = {English}, number = 5, pages = {1221-1233}, publisher = {Springer Berlin Heidelberg}, timestamp = {2014-05-14T20:43:04.000+0200}, title = {Comparing generalized Pareto models fitted to extreme observations: an application to the largest temperatures in Spain}, url = {http://dx.doi.org/10.1007/s00477-013-0809-8}, volume = 28, year = 2014 }