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Optimal Choice of Sample Fraction in Extreme-Value Estimation
Home
Publications
Optimal Choice of Sample Fraction in Extreme-Value Estimation
Optimal Choice of Sample Fraction in Extreme-Value Estimation
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A.L.M. Dekkers
A.L.M. Dekkers
LD
L. Dehaan
L. Dehaan
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1 November 1993
journal article
Published by
Elsevier
in
Journal of Multivariate Analysis
Vol. 47
(2)
,
173-195
https://doi.org/10.1006/jmva.1993.1078
Abstract
No abstract available
Keywords
EXTREME VALUE
DISTRIBUTION FUNCTION
EXTREME VALUE THEORY
Cited by 83 articles