A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold SelectionArnoldo Frigessi, Ola Haug, Håvard Rue2002-09-01articleExtremes167 citationsclosedNo readable copy stored yet — this record is metadata only.Probability and Risk ModelsStatistical Distribution Estimation and ApplicationsBayesian Methods and Mixture ModelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 167 citations exist upstream.References1997Modelling Extremal Events1990Models for Exceedances Over High Thresholds1974Residual Life Time at Great Age1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory1997Heavy tail modeling and teletraffic data: special invited paper1999Estimating a tail exponent by modelling departure from a Pareto distribution1995Heavy Tail Modelling and Teletraffic Data1999Exceedances over High Thresholds: A Guide to Threshold SelectionCited by2006Accounting for threshold uncertainty in extreme value estimation2012Extended generalised Pareto models for tail estimation2008A hybrid Pareto model for asymmetric fat-tailed data: the univariate case