Title of article :
Reiss and Thomas’ automatic selection of the number of extremes
Author/Authors :
Claudia Neves، نويسنده , , M. I. Fraga Alves، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
16
From page :
689
To page :
704
Keywords :
Generalized extreme value distribution , generalized Pareto distribution , Semi-parametricestimation , Mean squared error , regular variation , simulation
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2004
Journal title :
Computational Statistics and Data Analysis
Record number :
307862
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307862
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