Threshold selection for extremes under a semiparametric model
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Publication:257615
DOI10.1007/s10260-013-0234-7zbMath1332.62165MaRDI QIDQ257615
F. Blanchet-Sadri, M. Dambrine
Publication date: 17 March 2016
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-013-0234-7
62G32: Statistics of extreme values; tail inference
Uses Software