Bias correction in extreme value statistics with index around zero

By Juan-Juan Cai, Laurens de Haan, Chen Zhou. 2013

50 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/377cf8ed91c154a3c2901be4f95125d78dea23ef