Threshold selection and trimming in extremes (Q2027092)

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Threshold selection and trimming in extremes
scientific article

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    title
    Threshold selection and trimming in extremes (English)
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    author
    Martin Bladt
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    Hansjoerg Albrecher
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    Jan Beirlant
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    published in
    Extremes
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    publication date
    21 May 2021
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    Mathematics Subject Classification ID
    62G30
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    62G32
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    60F10
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    62P05
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    zbMATH DE Number
    7350584
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    zbMATH Keywords
    trimming
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    threshold selection
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    regular variation
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    Hall class
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