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