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Guillou, A and Hall, P (2001)

A diagnostic for selecting the threshold in extreme value analysis

Journal of the Royal Statistical Society Series B - Statistical Methodology 63(2), 293-305.

ISSN/ISBN: 1369-7412 DOI: Not available at this time.



Abstract: ABSTRACT: A new approach is suggested for choosing the threshold when fitting the Hill estimator of a tail exponent to extreme value data


Bibtex:
Not available at this time.


Reference Type: Journal Article

Subject Area(s): Statistics