1989
On the estimation of the extreme-value index and large quantile estimation
Publication
Publication
Annals of Statistics , Volume 17 - Issue 4 p. 1795- 1832
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Annals of Statistics | |
Dekkers, A. L. M., & de Haan, L. (1989). On the estimation of the extreme-value index and large quantile estimation. Annals of Statistics, 17(4), 1795–1832. |