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Nonparametric estimation of the spectral measure of an extreme value distribution

Einmahl,J.H.J.
; 
de Haan,L.F.M.
; 
Piterbarg,V.I.
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Pagination: 22
Date
2001
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Tilburg University Research Output Collection
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Nonparametic_estimation.pdf
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Einmahl, J H J, de Haan, L F M & Piterbarg, V I 2001, 'Nonparametric estimation of the spectral measure of an extreme value distribution', Annals of Statistics, vol. 29, no. 5, pp. 1401-1423.
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https://hdl.handle.net/20.500.14602/38061
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