Tail estimataion with the Generalised Pareto Distribution without threshold selection

Frigessi, Arnoldo

June 01, 1999

SAMBA

• Conference: Det 10. Norske Statistikermøte
• Title: Tail estimataion with the Generalised Pareto Distribution without threshold selection
• Author(s): Frigessi, Arnoldo
• Published date: June 01, 1999