This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Estimating the Limit Distribution of Multivariate Exteremes

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
De Haan, L.
Resnick, S.I.

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number 9525/a.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 25 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:erroem:9525/a

Contact details of provider:
Postal: ERASMUS UNIVERSITY OF ROTTERDAM, ECONOMETRIC INSTITUTE, ROTTERDAM P.O. BOX 1738 THE NETHERLANDS.
Phone: 010 - 40 81278
Fax: 010 - 40 89162
Web page: http://www.econometric-institute.org/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Related research
Keywords: EVALUATION; SAMPLING;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. J.L. Geluk & L.F.M. de Haan, 2002. "On bootstrap sample size in extreme value theory," Econometric Institute Report 292, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  2. J.H.J. Einmahl & L.F.M. De Haan, 1998. "Nonparametric estimation of the spectral measure of an extreme value distribution," Econometric Institute Report 1998, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Statistics
Access and download statistics

Did you know? About 1000 archives contribute their bibliographic data to RePEc.

This page was last updated on 2009-12-16.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.