Extremes in statistics and econometrics

Jochem Oorschot

Extremes in statistics and econometrics

Jochem Oorschot

Econometrics

Research output: Types of Thesis › Doctoral Thesis › Internal

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Abstract

In this dissertation I research new methods to efficiently exploit the small number of observations that are useful for extreme value statistics and I explore the consequences of extremes in econometric models.

Original language	English
Awarding Institution	Erasmus University Rotterdam
Supervisors/Advisors	Zhou, Chen, Supervisor Paap, Richard, Supervisor
Award date	1 Sept 2022
Place of Publication	Rotterdam
Print ISBNs	978-90-361-0683-2
Publication status	Published - 1 Sept 2022

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title = "Extremes in statistics and econometrics",

abstract = "In this dissertation I research new methods to efficiently exploit the small number of observations that are useful for extreme value statistics and I explore the consequences of extremes in econometric models.",

author = "Jochem Oorschot",

year = "2022",

month = sep,

day = "1",

language = "English",

isbn = "978-90-361-0683-2",

series = "Tinbergen Research Series",

number = "796",

school = "Erasmus University Rotterdam",

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TY - BOOK

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AU - Oorschot, Jochem

PY - 2022/9/1

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N2 - In this dissertation I research new methods to efficiently exploit the small number of observations that are useful for extreme value statistics and I explore the consequences of extremes in econometric models.

AB - In this dissertation I research new methods to efficiently exploit the small number of observations that are useful for extreme value statistics and I explore the consequences of extremes in econometric models.

M3 - Doctoral Thesis

SN - 978-90-361-0683-2

T3 - Tinbergen Research Series

CY - Rotterdam

ER -

Extremes in statistics and econometrics

Abstract

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