Title of article :
On the use of the peaks over thresholds method for estimating out-of-sample
quantiles
Author/Authors :
Mhamed-Ali El-Aroui، نويسنده , , Jean Diebolt، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Extreme value theory , Extreme quantiles , Pickands approximation , generalized Pareto distribution , Generalized linear models
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
