On a Minimum Distance Procedure for Threshold Selection in Tail Analysis

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Publication:5027018

DOI10.1137/19M1260463zbMath1484.62057arXiv1811.06433OpenAlexW3103238892MaRDI QIDQ5027018

Anja Janssen, Tiandong Wang, Holger Drees, Sidney I. Resnick

Publication date: 3 February 2022

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.06433




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