Statistics of heteroscedastic extremes-Reference-Cited by-同舟云学术

Statistics of heteroscedastic extremes

Published:2014-12-13 Issue:1 Volume:78 Page:31-51
ISSN:1369-7412
Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
language:en
Short-container-title:J. R. Stat. Soc. B

Author:

Einmahl John H. J.¹,de Haan Laurens²³,Zhou Chen²⁴

Affiliation:

1. Tilburg University; The Netherlands

2. Erasmus University Rotterdam; The Netherlands

3. University of Lisbon; Portugal

4. De Nederlandsche Bank; Amsterdam The Netherlands

Funder

Desenvolvimento de Extremos no Tempo a no Espaço

national funds

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

Reference19 articles.

2. Models for exceedances over high thresholds (with discussion);Davison;J. R. Statist. Soc. B,1990

3. Weighted approximations of tail processes for β-mixing random variables;Drees;Ann. Appl. Probab.,2000

5. Asymptotics of the shorth plot;Einmahl;J. Statist. Planng Inf.,2010

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