Julien Worms

1. 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