Nonparametric estimation of the spectral measure of an extreme value distribution
| Year of publication: |
2001
|
|---|---|
| Authors: | Einmahl, J.H.J. ; de Haan, L.F.M. ; Piterbarg, V.I. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in The Annals of Statistics (2001), v.29, nr.5, p.1401-1423 |
| Source: |
Persistent link: https://www.econbiz.de/10011089053