In this work we propose a semiparametric likelihood procedure for the threshold selection for extreme values. This is achieved under a semiparametric model, which assumes there is a threshold above which the excess distribution belongs to the generalized Pareto family. The motivation of our...

A contemporary probabilistic seismic hazard assessment (PSHA) study for Bulgaria and the surrounding Balkan area is performed under constraints of a newly developed, fit-for-purpose historical earthquake catalogue and the theory of extreme values. Sensitivity analyses are first adopted as...