Title of article :
On the use of the peaks over thresholds method for estimating out-of-sample quantiles
Author/Authors :
Mhamed-Ali El-Aroui، نويسنده , , Jean Diebolt، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Generalized linear models , Pickands approximation , generalized Pareto distribution , Extreme quantiles , Extreme value theory
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
