Extended generalised Pareto models for tail estimation
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Publication:715593
DOI10.1016/j.jspi.2012.07.001zbMath1251.62020arXiv1111.6899OpenAlexW2048185457MaRDI QIDQ715593
Jonathan A. Tawn, Ioannis Papastathopoulos
Publication date: 30 October 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6899
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