Modeling panels of extremes
Author:
Affiliation:
1. Department of Decision Sciences, HEC Montréal
2. Research Center for Statistics, University of Geneva
3. Department of Statistics, University of Bologna
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Reference69 articles.
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2. Chandler, R. E. and Bate, S. (2007). Inference for clustered data using the independence loglikelihood. Biometrika 94 167–183.
3. JURADO, K., LUDVIGSON, S. C. and NG, S. (2015). Measuring uncertainty. Am. Econ. Rev. 105 1177–1216.
4. HSIAO, C. (2014). Analysis of Panel Data, 3rd ed. Econometric Society Monographs 54. Cambridge Univ. Press, New York.
5. BÜCHER, A. and SEGERS, J. (2018). Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Bernoulli 24 1427–1462.
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