A Robust Prediction Error Criterion for Pareto Modelling of Upper Tails
Debbie J. Dupuis and Maria-Pia Victoria-FeserVolume:
34
Language:
english
Journal:
The Canadian Journal of Statistics / La Revue Canadienne de Statistique
DOI:
10.2307/20445226
Date:
December, 2006
File:
PDF, 2.03 MB
english, 2006