3

Tail fitting for truncated and non-truncated Pareto-type distributions

Year:
2016
Language:
english
File:
PDF, 1.47 MB
english, 2016
6

An interview with Ivette Gomes

Year:
2015
Language:
english
File:
PDF, 1.92 MB
english, 2015
9

Forecasting Value-at-Risk with a duration-based POT method

Year:
2013
Language:
english
File:
PDF, 679 KB
english, 2013
15

Mixed moment estimator and location invariant alternatives

Year:
2009
Language:
english
File:
PDF, 882 KB
english, 2009
24

Reiss and Thomas’ automatic selection of the number of extremes

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