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Nonparametric estimation of the spectral measure of an extreme value distribution

  • J.H.J. Einmahl
  • , L. Haan, de
  • , V.I. Piterbarg

Research output: Book/Report › Report › Academic

111 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages19
Publication statusPublished - 1998

Publication series

NameReport Eurandom
Volume98001
ISSN (Print)1389-2355

Access to Document

  • 520651Final published version, 624 KB

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