A robust prediction error criterion for pareto modelling of...

A robust prediction error criterion for pareto modelling of upper tails

Debbie J. Dupuis, Maria-Pia Victoria-Feser
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Volume:
34
Year:
2006
Language:
english
Pages:
20
DOI:
10.1002/cjs.5550340406
File:
PDF, 1.09 MB
english, 2006
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