We establish a general bootstrap procedure combined with a modified Anderson-Darling statistic.
This procedure is proved to be valid for heavy tailed generalized Pareto distributions that are
commonly used to model excesses over a high threshold in extreme value theory. Then, the
method is applied to daily precipitation excesses simulated over the Euro-Mediterranean region
in autumn by four regional climate models from the EURO-CORDEX initiative.
BABU Jogesh;
TORETI Andrea;
2016-09-02
ELSEVIER SCIENCE BV
JRC93689
0378-3758,
http://www.sciencedirect.com/science/article/pii/S0378375816000240,
https://publications.jrc.ec.europa.eu/repository/handle/JRC93689,
10.1016/j.jspi.2016.02.002,
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