Modelling excesses over high thresholds by perturbed generalized Pareto distributions

  • J. Beirlant
  • , E. Joossens
  • , J. Segers

Research output: Book/Report › Report › Academic

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

Publication series

NameReport Eurandom
Volume2002030
ISSN (Print)1389-2355

Access to Document

  • 559237Final published version, 486 KB

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