On tail trend detection: modeling relative risk

Details On tail trend detection: modeling relative risk On tail trend detection: modeling relative risk

2011-06-21

arxiv.org/abs/1106.4149v1

Mathematics

Statistics Theory

27 pages

Scientific paper

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.

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