Semi-parametric approach to the Hasofer–Wang and Greenwood statistics in extremes
| Year of publication: |
2007
|
|---|---|
| Authors: | Neves, Cláudia ; Alves, M. Fraga |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 16.2007, 2, p. 297-313
|
| Publisher: |
Springer |
| Subject: | Max-domain of attraction | Heavy-tailed distribution | Regular variation theory | Hypothesis testing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184339