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lin · 2020年10月20日

问一道题:NO.PZ2016070201000012

问题如下:

The peaks-over-threshold approach generally requires:

选项:

A.

more estimated parameters than the GEV approach and shares one parameter with the GEV.

B.

fewer estimated parameters than the GEV approach and shares one parameter with the GEV.

C.

more estimated parameters than the GEV approach and does not share any parameters with the GEV approach.

D.

fewer estimated parameters than the GEV approach and does not share any parameters with the GEV approach.

解释:

B is correct. The POT approach generally has fewer parameters, but both POT and GEV approaches share the tail parameter ξ.

所以总结一下,我们平常比较参数时是不算threshold的, 总体来说GEV比GPD/peaks over threshold 多一个参数,就是location(U),是这样的么?

1 个答案

袁园_品职助教 · 2020年10月20日

是的!