Jan Beirlant
- Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behaviour
2018/04/18 by Jan Beirlant, Beirlant, Jan, Julien Worms +3 · 3 citations
Environmental Science · Economics, Econometrics and Finance · Decision Sciences · #Hydrology and Drought Analysis #Financial Risk and Volatility Modeling #Probability and Risk Models
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
2009/01/12 by Jan Beirlant, Beirlant, Jan, Elisabeth Joossens +3 · 1 citation
Economics, Econometrics and Finance · Environmental Science · Mathematics · #62F12 #62G30 (Secondary) #62G32 (Primary) #FOS: Mathematics #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)