Estimation of extreme risk regions under multivariate regular variation
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-4643295.
Date of creation: 2011
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Publication status: Published in Annals of Statistics (2011) v.39, p.1803-1826
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Web page: http://www.tilburguniversity.edu/
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- Hubert, Mia & Dierckx, Goedele & Vanpaemel, Dina, 2013. "Detecting influential data points for the Hill estimator in Pareto-type distributions," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 13-28.
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