Kernel goodness-of-fit statistics for Pareto-type behavior and threshold selection for tail index estimation

Yuri Goegebeur, Jan Beirlant, Tertius de Wet

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of the 2008 International Workshop on Applied Probability
Number of pages6
PublisherInternational Workshop on Applied Probability (IWAP)
Publication date2008
Publication statusPublished - 2008
EventInternational Workshop on Applied Probability - Compiègne, France
Duration: 7. Jul 200810. Jul 2008

Conference

ConferenceInternational Workshop on Applied Probability
Country/TerritoryFrance
CityCompiègne
Period07/07/200810/07/2008

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