Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution
Tine Buch-Kromann
| Year of publication: |
2009
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|---|---|
| Authors: | Buch-Kromann, Tine |
| Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 4.2009/10, 2, p. 43-67
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911431