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

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dc.contributor.authorBerning, Thomas L.
dc.date.accessioned2015-05-19T05:49:26Z
dc.date.available2015-05-19T05:49:26Z
dc.date.issued2015-03
dc.descriptionBerning, 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.urihttp://hdl.handle.net.ez.sun.ac.za/10520/EJC168307en
dc.description.versionPost-printen
dc.format.extent25 p.
dc.identifier.citationBerning, 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.urihttp://hdl.handle.net/10019.1/96585
dc.language.isoen_ZA
dc.publisherSouth African Statistical Associationen
dc.subjectExtreme value indexen_ZA
dc.subjectExtreme value theoryen_ZA
dc.subjectEstimation theoryen_ZA
dc.subjectEstimation instabilityen_ZA
dc.subjectThreshold selectionen_ZA
dc.subjectBias-reduced estimatoren_ZA
dc.titleQuantification of estimation instability and its application to threshold selection in extremesen
dc.typeArticleen
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