Quantification of estimation instability and its application to threshold selection in extremes

Berning, Thomas L.

Quantification of estimation instability and its application to threshold selection in extremes

Berning, Thomas L. (2015-03)

Berning, T.L. 2015. Quantification of estimation instability and its application to threshold selection in extremes. South African Statistics Journal, 49(1):1-25.

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Please refer to this item in SUNScholar by using the following persistent URL: http://hdl.handle.net/10019.1/96585

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Research Articles (Statistics and Actuarial Science) [33]