most citedCharacterization of the tail of the distribution of earthquake magnitudes by combining the GEV and GPD descriptions of Extreme Value Theory

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physics.geo-ph2008★ 2 cited

Characterization of the tail of the distribution of earthquake magnitudes by combining the GEV and GPD descriptions of Extreme Value Theory

V. F. Pisarenko, A. Sornette, D. Sornette +1

We present a generic and powerful approach to study the statistics of extreme phenomena (meteorology, finance, biology...) that we apply to the statistical estimation of the tail o…