2

Excess Functions and Estimation of the Extreme-Value Index

Year:
1996
Language:
english
File:
PDF, 1.82 MB
english, 1996
3

Burr regression and portfolio segmentation

Year:
1998
Language:
english
File:
PDF, 916 KB
english, 1998
5

Bootstrap confidence intervals for tail indices

Year:
1998
Language:
english
File:
PDF, 901 KB
english, 1998