Kernel estimators for the second order parameter in extreme value statistics

By Yuri Goegebeur, Jan Beirlant, Tertius de Wet. 2010

77 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0c6c814ab076e24ab7c247daab6e278558e9ff26