Second-order refined peaks-over-threshold modelling for heavy-tailed distributions

✍ Scribed by Jan Beirlant; Elisabeth Joossens; Johan Segers

• Book ID: 108193324
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 340 KB
• Volume: 139
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/j.jspi.2009.01.006