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"On a Minimum Distance Procedure for Threshold Selection in Tail Analysis."

Holger Drees et al. (2020)

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DOI: 10.1137/19M1260463

access: closed

type: Journal Article

metadata version: 2022-10-02

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Holger Drees, Anja Janßen, Sidney I. Resnick, Tiandong Wang:
On a Minimum Distance Procedure for Threshold Selection in Tail Analysis. SIAM J. Math. Data Sci. 2(1): 75-102 (2020)

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