Construct · 1 fields · 1 citations

peaks over threshold: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Statistics

modelling extremes by fitting a distribution, typically the generalized Pareto, to the excesses of observations above a high threshold.

In statistics, peaks over threshold refers to modelling extremes by fitting a distribution, typically the generalized Pareto, to the excesses of observations above a high threshold. This meaning comes from Davison (1990) in Journal of the Royal Statistical Society Series B: Statistical Methodology.[1]

Unit
Recovery means
Measured by

Run it through the Collider, or take the citations with you.

See how peaks over threshold sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in Collider Export BibTeX Report this entry

Nearby constructs

distribution2 fields · 2 citationsjingle · one word, two constructs series3 fields · 3 citationsjingle · one word, three constructs threshold5 fields · 6 citationsjingle · one word, five constructs

References

Davison, A. C., & Smith, R. L. (1990). Models for Exceedances Over High Thresholds. Journal of the Royal Statistical Society Series B: Statistical Methodology, 52(3), 393-425. https://doi.org/10.1111/j.2517-6161.1990.tb01796.x

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct