Estimating the extreme value index -tales of tails-

Title

Estimating the extreme value index -tales of tails-

Author

De Wolf, P.P.

Contributor

Groeneboom, P. (promotor)

Faculty

Electrical Engineering, Mathematics and Computer Science

Date

1999-10-05

Subject

extreme value estimation
generalized pareto
kernel type estimators

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Part of collection

Institutional Repository

Document type

doctoral thesis

Rights

(c) 1999 P.P. de Wolf