A dynamic mixture model for unsupervised tail estimation without threshold selection

Frigessi, Arnoldo ; Rue, Håvard; Haug, Ola

January 01, 2003

NR

• Published date: January 01, 2003
• Conference:
• Page(s): 219-236
• Journal: Extremes 2003;5
• Name and number of project:
• Volume/number:
• Title: A dynamic mixture model for unsupervised tail estimation without threshold selection
• Author(s): Frigessi, Arnoldo ; Rue, Håvard; Haug, Ola
• Report number: