Nonparametric estimation of the spectral measure of an extreme value distribution

J Einmahl, Laurens de Haan, VI Piterbarg

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages19
EditionEconometric Institute 9846
Publication statusPublished - 1998

Publication series

SeriesEconometric Institute
Volume9846

Research programs

  • EUR ESE 13

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