JRC Publications Repository

JRC Publications Repository > Joint Research Centre > Institute for the Protection and Security of the Citizen >

Please use this identifier to cite or link to this item: http://publications.jrc.ec.europa.eu/repository/handle/111111111/5017

Title: Second-order Refined Peaks-over-threshold Modelling for Heavy-tailed Distributions
Authors: BEIRLANT Jan
JOOSSENS Elisabeth
SEGERS Johan
Citation: JOURNAL OF STATISTICAL PLANNING AND INFERENCE vol. 139 no. 8 p. 2800-2815
Publisher: ELSEVIER SCIENCE BV
Publication Year: 2009
JRC Publication N°: JRC49723
ISSN: 0378-3758
URI: http://publications.jrc.ec.europa.eu/repository/handle/111111111/5017
DOI: 10.1016/j.jspi.2009.01.006
Type: Articles in Journals
Appears in Collections:Institute for the Protection and Security of the Citizen

Files in This Item:

There are no files associated with this item.

Items in repository are protected by copyright, with all rights reserved, unless otherwise indicated.

 

The mission of the JRC is to provide customer-driven scientific and technical support for the conception, development, implementation and monitoring of EU policies. As a service of the European Commission, the JRC functions as a reference centre of science and technology for the Union. Close to the policy-making process, it serves the common interest of the Member States, while being independent of special interests, whether private or national.
Powered by DSpace
Top