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"Multivariate moment based extreme value index estimators."

Matias Heikkilä, Yves Dominicy, Pauliina Ilmonen (2017)

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DOI: 10.1007/S00180-016-0706-Y

access: closed

type: Journal Article

metadata version: 2020-06-30

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Matias Heikkilä, Yves Dominicy, Pauliina Ilmonen:
Multivariate moment based extreme value index estimators. Comput. Stat. 32(4): 1481-1513 (2017)

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