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ECARES working paper
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ASTIN BULLETIN - Vol.33 - No.2 - 2003; 365-381
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ECONIS (ZBW)
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Multivariate hill estimators
Dominicy, Yves
;
Ilmonen, Pauliina
;
Veredas, David
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2014
Persistent link: https://www.econbiz.de/10011289450
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Multivariate moment based extreme value index estimators
Keikkilä, Matias
;
Dominicy, Yves
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Ilmonen, Pauliina
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2015
Persistent link: https://www.econbiz.de/10011628494
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Multivariate extremes based on a notion of radius
Heikilä, Matias
;
Dominicy, Yves
;
Ilmonen, Pauliina
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2015
Persistent link: https://www.econbiz.de/10011673022
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