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

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

Jan Beirlant2009

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Articlegreen2009

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

Jan Beirlant · Elisabeth Joossens · Johan Segers

43 citations·0/0 files stored·Journal of Statistical Planning and Inference

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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References

1990Models for Exceedances Over High Thresholds 1974Residual Life Time at Great Age 2006Extreme value theory : an introduction 2004Statistics of Extremes: Theory and Applications 1987Estimating Tails of Probability Distributions 1982On Some Simple Estimates of an Exponent of Regular Variation 2007Extreme Value Theory: An Introduction 2005Statistics of Extremes: Theory and Applications

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2016Tail fitting for truncated and non-truncated Pareto-type distributions

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Year2009

Typearticle

Published2009-01-21

VenueJournal of Statistical Planning and Inference

ISSN-L0378-3758

Languageen

Citations43

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.jspi.2009.01.006

openalex_workW1990340489

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