Author:
Beirlant J.,Dierckx G.,Guillou A.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference8 articles.
1. Second-order refined peaks-over-threshold modelling for heavy-tailed distribution;Beirlant;Journal of Statistical Planning and Inference,2009
2. A new class of semi-parametric estimators of the second order parameter;Fraga Alves;Portugaliae Mathematica,2003
3. Understanding relationships using copulas;Frees;North American Actuarial Journal,1998
4. On some simple estimates of an exponent of regular variation;Hall;Journal of the Royal Statistical Society: Series B,1982
5. A simple general approach about the tail of a distribution;Hill;Annals of Statistics,1975
Cited by
14 articles.
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