Assessment of ‘peaks over threshold’ methods for estimating extreme value distribution tails
J.A. Lechner, E. Simiu, N.A. HeckertVolume:
12
Year:
1993
Language:
english
Pages:
10
DOI:
10.1016/0167-4730(93)90059-a
File:
PDF, 527 KB
english, 1993