Adaptive estimation of heavy right tails: Resampling-based methods in action

Extremes

Volumn 15, Issue 4, 2012, Pages 463-489

  Gomes, M Ivette ^a   Figueiredo, Fernanda ^b   Neves, M Manuela ^c  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF PORTO   (Portugal)

^c INSTITUTO SUPERIOR DE AGRONOMIA   (Portugal)

Author keywords

Resampling based methodology; Semi parametric estimation; Statistics of extremes

Indexed keywords

EID: 84868622348     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-011-0146-6     Document Type: Article

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