10

Reiss and Thomas’ automatic selection of the number of extremes

Year:
2004
Language:
english
File:
PDF, 298 KB
english, 2004
11

Mixed moment estimator and location invariant alternatives

Year:
2009
Language:
english
File:
PDF, 882 KB
english, 2009
13

On tail trend detection: modeling relative risk

Year:
2015
Language:
english
File:
PDF, 1.38 MB
english, 2015
38

Parametric tail copula estimation and model testing

Year:
2008
Language:
english
File:
PDF, 207 KB
english, 2008