Accounting for choice of measurement scale in extreme value modeling
نویسندگان
چکیده
منابع مشابه
Accounting for Choice of Measurement Scale in Extreme Value Modeling
We investigate the effect that the choice of measurement scale has upon inference and extrapolation in extreme value analysis. Separate analyses of variables from a single process on scales which are linked by a non-linear transformation may lead to discrepant conclusions concerning the tail behavior of the process. We propose the use of a Box-Cox power transformation incorporated as part of th...
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2010
ISSN: 1932-6157
DOI: 10.1214/10-aoas333