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

dc.contributor.author	Berning, Thomas L.
dc.date.accessioned	2015-05-19T05:49:26Z
dc.date.available	2015-05-19T05:49:26Z
dc.date.issued	2015-03
dc.identifier.citation	Berning, T.L. 2015. Quantification of estimation instability and its application to threshold selection in extremes. South African Statistics Journal, 49(1):1-25.	en_ZA
dc.identifier.uri	http://hdl.handle.net/10019.1/96585
dc.description	Berning, T.L. 2015. Quantification of estimation instability and its application to threshold selection in extremes. South African Statistics Journal, 49(1):1-25.	en_ZA
dc.description.uri	http://hdl.handle.net.ez.sun.ac.za/10520/EJC168307	en
dc.format.extent	25 p.
dc.language.iso	en_ZA
dc.publisher	South African Statistical Association	en
dc.subject	Extreme value index	en_ZA
dc.subject	Extreme value theory	en_ZA
dc.subject	Estimation theory	en_ZA
dc.subject	Estimation instability	en_ZA
dc.subject	Threshold selection	en_ZA
dc.subject	Bias-reduced estimator	en_ZA
dc.title	Quantification of estimation instability and its application to threshold selection in extremes	en
dc.type	Article	en
dc.description.version	Post-print	en