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math.ST2010
When does the mean excess plot look linear?
Souvik Ghosh, Sidney I. Resnick
In risk analysis, the mean excess plot is a commonly used exploratory plotting technique for confirming iid data is consistent with a generalized Pareto assumption for the underlyi…
math.ST2010★ 14 cited
Weak limits for exploratory plots in the analysis of extremes
Bikramjit Das, Souvik Ghosh
Exploratory data analysis is often used to test the goodness-of-fit of sample observations to specific target distributions. A few such graphical tools have been extensively used t…