PDF-Figure2:ThethresholdselectionusingthemrlplotfunctionThequantityE[X 1j
nnXi1xinxmax36wherenisthenumberofobservationsxabovethethresholdxinistheithobservationabovethethresholdandxmaxisthemaximumoftheobservationsxCon denceintervalscanbeaddedtothisplot
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