Modelling excesses over high thresholds by perturbed generalized Pareto distributions

J. Beirlant, E. Joossens, J. Segers

    Research output: Book/ReportReportAcademic

    29 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages21
    Publication statusPublished - 2002

    Publication series

    NameReport Eurandom
    Volume2002030
    ISSN (Print)1389-2355

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