Statistics of heteroscedastic extremes

John Einmahl, Laurens Haan and Chen Zhou ()

Journal of the Royal Statistical Society Series B, 2016, vol. 78, issue 1, 31-51

Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (37)

Downloads: (external link)
http://hdl.handle.net/10.1111/rssb.12099 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Statistics of Heteroscedastic Extremes (2014)
Working Paper: Statistics of Heteroscedastic Extremes (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:78:y:2016:i:1:p:31-51

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().