Second-order refined peaks-over-threshold modelling for heavy-tailed distributions

Published 2009 View Full Article

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Title
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
Authors
Keywords
-
Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 139, Issue 8, Pages 2800-2815
Publisher
Elsevier BV
Online
2009-01-22
DOI
10.1016/j.jspi.2009.01.006

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