Nonlinear Processes in Geophysics
Nonlinear Processes in Geophysics
NPG
Articles | Volume 24, issue 4
Articles | Volume 24, issue 4
https://doi.org/10.5194/npg-24-737-2017
© Author(s) 2017. This work is distributed under
the Creative Commons Attribution 4.0 License.
https://doi.org/10.5194/npg-24-737-2017
© Author(s) 2017. This work is distributed under
the Creative Commons Attribution 4.0 License.
Articles | Volume 24, issue 4
Research article
 | 
06 Dec 2017
Research article |  | 06 Dec 2017

Optimal heavy tail estimation – Part 1: Order selection

Manfred Mudelsee and Miguel A. Bermejo

Viewed

Total article views: 2,513 (including HTML, PDF, and XML)
HTML PDF XML Total Supplement BibTeX EndNote
1,321 1,023 169 2,513 847 165 178
  • HTML: 1,321
  • PDF: 1,023
  • XML: 169
  • Total: 2,513
  • Supplement: 847
  • BibTeX: 165
  • EndNote: 178
Views and downloads (calculated since 20 Jun 2017)
Cumulative views and downloads (calculated since 20 Jun 2017)

Viewed (geographical distribution)

Total article views: 2,513 (including HTML, PDF, and XML) Thereof 2,370 with geography defined and 143 with unknown origin.
Country # Views %
  • 1
1
 
 
 
 

Cited

Latest update: 14 Dec 2024
Download
Short summary
Risk analysis of extremes has high socioeconomic relevance. Of crucial interest is the tail probability, P, of the distribution of a variable, which is the chance of observing a value equal to or greater than a certain threshold value, x. Many variables in geophysical systems (e.g. climate) show heavy tail behaviour, where P may be rather large. In particular, P decreases with x as a power law that is described by a parameter, α. We present an improved method to estimate α on data.
Read more