A hybrid Pareto model for asymmetric fat-tailed data: the univariate case

DOI10.1007/s10687-008-0068-0zbMath1223.62030OpenAlexW1964449911MaRDI QIDQ626276

Yoshua Bengio, Julie Carreau

Publication date: 22 February 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-008-0068-0

zbMATH Keywords

heavy-tailed distributionsdensity estimationmixture modelextreme quantiles

Mathematics Subject Classification ID

Density estimation (62G07) Statistics of extreme values; tail inference (62G32)

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