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Nonparametric Estimation of the Spectral Measure of an Extreme Value Distribution
AuthID
P-00F-PMW
3
Author(s)
Einmahl, JHJ
·
De Haan, L
·
Piterbarg, VI
Document Type
Article
Year published
2001
Published
in
Annals of Statistics,
ISSN: 0090-5364
Volume: 29, Issue: 5, Pages: 1401-1423
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Publication Identifiers
DOI
:
10.1214/aos/1013203459
SCOPUS
: 2-s2.0-0035470895
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ISSN
: 0090-5364
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