On the use of the peaks over thresholds method for estimating out-of-sample quantiles
Year of publication: |
2002
|
---|---|
Authors: | El-Aroui, Mhamed-Ali ; Diebolt, Jean |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 39.2002, 4, p. 453-475
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Publisher: |
Elsevier |
Saved in:
Online Resource
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