On tail trend detection: modeling relative risk
Authors:
- Laurens de HaanLHLaurens de Haan
- Albert Klein TankATAlbert Klein Tank
- Cláudia NevesCNCláudia Neves
Preprint
Abstract
A simple and natural model is introduced for studying a trend in the tail of a probability distribution over time (or over space). Estimation and testing procedures are provided with application to rainfall data.Keywords
All Related Versions
- Version 1, 2011-06-21, ArXiv
- Version 2, 2013-04-03, ArXiv
- Published version: Extremes, 18 (2), 141.