Optimal heavy tail estimation – Part 1: Order selection
The tail probability, <i>P</i>, of the distribution of a variable is important for risk analysis of extremes. Many variables in complex geophysical systems show heavy tails, where <i>P</i> decreases with the value, <i>x</i>, of a variable as a power law with a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2017-12-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | https://www.nonlin-processes-geophys.net/24/737/2017/npg-24-737-2017.pdf |