Tail inference: where does the tail begin?
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Publication:907362
DOI10.1007/s10687-011-0145-7zbMath1329.62235OpenAlexW1974585154MaRDI QIDQ907362
Gennady Samorodnitsky, Tilo Nguyen
Publication date: 25 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/22505
Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Related Items (5)
Multivariate Hill Estimators ⋮ Estimates of System Response Maxima by Extreme Value Theory and Surrogate Models ⋮ MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR ⋮ Microstructure Models and Material Response by Extreme Value Theory ⋮ Multiple thresholds in extremal parameter estimation
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