On kernel estimation of the second order rate parameter in multivariate extreme value statistics

Yuri Goegebeur, Armelle Guillou, Jing Qin

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalStatistics & Probability Letters
Volume128
Pages (from-to)35-43
ISSN0167-7152
DOIs
Publication statusPublished - 2017

Cite this

@article{e599589156154acd920d95c21653642f,
title = "On kernel estimation of the second order rate parameter in multivariate extreme value statistics",
author = "Yuri Goegebeur and Armelle Guillou and Jing Qin",
year = "2017",
doi = "10.1016/j.spl.2017.04.015",
language = "English",
volume = "128",
pages = "35--43",
journal = "Statistics & Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",

}

On kernel estimation of the second order rate parameter in multivariate extreme value statistics. / Goegebeur, Yuri; Guillou, Armelle; Qin, Jing.

In: Statistics & Probability Letters, Vol. 128, 2017, p. 35-43.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - On kernel estimation of the second order rate parameter in multivariate extreme value statistics

AU - Goegebeur, Yuri

AU - Guillou, Armelle

AU - Qin, Jing

PY - 2017

Y1 - 2017

U2 - 10.1016/j.spl.2017.04.015

DO - 10.1016/j.spl.2017.04.015

M3 - Journal article

VL - 128

SP - 35

EP - 43

JO - Statistics & Probability Letters

JF - Statistics & Probability Letters

SN - 0167-7152

ER -