tem.corr

The correction factor \(\log(q/r)/r\) for the
likelihood root is unbounded in the vincinity of
the maximum likelihood estimator. The thesis of
Rongcai Li (University of Toronto, 2001)
explores different ways of bridging this
singularity, notably using asymptotic expansions.

internal

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

tem.corr function

<dl><dt>fr</dt>
<dd>an object of class <code>fr</code></dd>
<dt>print.warning</dt>
<dd>logical; should warning message be printed? Default to <code>FALSE</code></dd></dl>

Arguments

Bridging the singularity for higher order asymptotics — tem.corr

<dl>

<dt>fr</dt>
<dd>an object of class <code>fr</code></dd>


<dt>print.warning</dt>
<dd>logical; should warning message be printed? Default to <code>FALSE</code></dd>

</dl>

tem.corr: Bridging the singularity for higher order asymptotics

Description

Usage

Value

Arguments

Details