A diagnostic for selecting the threshold in extreme value analysis
| Year of publication: |
2001
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|---|---|
| Authors: | Guillou, Armelle ; Hall, Peter |
| Published in: |
Journal of the Royal Statistical Society Series B. - Royal Statistical Society - RSS, ISSN 1369-7412. - Vol. 63.2001, 2, p. 293-305
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| Publisher: |
Royal Statistical Society - RSS |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005658919