Parametric estimation procedures in multivariate generalized pareto models

Scandinavian Journal of Statistics

Volumn 36, Issue 1, 2009, Pages 60-75

  Michel, René ^a,b  

^a Altran CIS GmbH   (Germany)

^b NONE   (Germany)

Author keywords

Generalized Pareto distribution; Hydrological data set; Maximum likelihood; Parametric estimation; Peaks over threshold; Pickands coordinates

Indexed keywords

EID: 60249092935     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2008.00619.x     Document Type: Article

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