Oorschot, Jochem

1. All Block Maxima method for estimating the extreme value index
   2020/10/29 by Jochem Oorschot, Oorschot, Jochem, Chen Zhou +1 · 1 citation
   Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Statistics Theory (math.ST)
2. Tail inference using extreme U-statistics
   2022/03/16 by Oorschot, Jochem, Segers, Johan, Zhou, Chen · 1 citation
   #62G32 #FOS: Mathematics #Statistics Theory (math.ST)