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Approximate Distributions of Clusters of Extremes

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  • Segers, J.J.J.

    (Tilburg University, Center For Economic Research)

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  • Segers, J.J.J., 2003. "Approximate Distributions of Clusters of Extremes," Discussion Paper 2003-91, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:443e619d-453d-4a3c-b2f3-52d4e605d074
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/598609/91.pdf
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    References listed on IDEAS

    as
    1. Segers, J.J.J., 2003. "Functionals of Clusters of Extremes," Other publications TiSEM 948d700b-a923-4068-b4ad-3, Tilburg University, School of Economics and Management.
    2. Hsing, Tailen, 1991. "Estimating the parameters of rare events," Stochastic Processes and their Applications, Elsevier, vol. 37(1), pages 117-139, February.
    3. Segers, J.J.J., 2003. "Functionals of Clusters of Extremes," Discussion Paper 2003-48, Tilburg University, Center for Economic Research.
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