Multivariate moment based extreme value index estimators

Matias Heikkilä, Yves Dominicy, Pauliina Ilmonen. Multivariate moment based extreme value index estimators. Comput. Stat., 32(4):1481-1513, 2017. [doi]

Authors

Matias Heikkilä

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Yves Dominicy

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Pauliina Ilmonen

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