Excess Functions and Estimation of the Extreme-Value Index

Bernoulli 1996 / 12 Vol. 2; Iss. 4

Excess Functions and Estimation of the Extreme-Value Index

Jan Beirlant, Petra Vynckier and Jozef L. Teugels
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Volume:
2
Language:
english
Journal:
Bernoulli
DOI:
10.2307/3318416
Date:
December, 1996
File:
PDF, 1.82 MB
english, 1996
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