Approximations to the tail emperical distribution function with application to testing extreme value conditions

H Drees, Laurens de Haan, D (Deyuan) Li

Research output: Contribution to journalArticleAcademicpeer-review

45 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)3498-3538
Number of pages41
JournalJournal of Statistical Planning and Inference
Volume136
DOIs
Publication statusPublished - 2006

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