Nonparametric estimation of the spectral measure of an extreme value distribution

J.H.J. Einmahl, L.F.M. de Haan, V.I. Piterbarg

Research output: Contribution to journalArticleScientificpeer-review

66 Citations (Scopus)
254 Downloads (Pure)
Original languageEnglish
Pages (from-to)1401-1423
Number of pages22
JournalThe Annals of Statistics
Volume29
Issue number5
Publication statusPublished - 2001

Cite this