Nonparametric estimation of the spectral measure of an extreme value distribution

JHJ Einmahl, Laurens de Haan, VI Piterbarg

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@article{636da65e776e486a89f1411b6a40caff,

title = "Nonparametric estimation of the spectral measure of an extreme value distribution",

author = "JHJ Einmahl and {de Haan}, Laurens and VI Piterbarg",

year = "2001",

doi = "10.1214/aos/1013203459",

language = "Undefined/Unknown",

volume = "29",

pages = "1401--1423",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "5",

}