Nonparametric estimation of the spectral measure of an extreme value distribution

John Einmahl and L.F.M. De Haan
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L.F.M. De Haan: FEW-Econometrie en besliskunde

Econometric Institute Report from Erasmus University Rotterdam, Econometric Institute

Abstract: Nonparametric estimation of the spectral measure of an extreme value distribution

Date: Written 1998
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