On the use of the peaks over thresholds method for...

Computational Statistics & Data Analysis 2002 Vol. 39; Iss. 4

On the use of the peaks over thresholds method for estimating out-of-sample quantiles

Mhamed-Ali El-Aroui, Jean Diebolt
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Volume:
39
Year:
2002
Language:
english
Pages:
23
DOI:
10.1016/s0167-9473(01)00087-1
File:
PDF, 649 KB
english, 2002
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