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The Shorth Plot

Author

Listed:
  • Einmahl, J.H.J.

    (Tilburg University, School of Economics and Management)

  • Gantner, M.

    (Tilburg University, School of Economics and Management)

  • Sawitzki, G.

Abstract

No abstract is available for this item.

Suggested Citation

  • Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2010. "The Shorth Plot," Other publications TiSEM 0bb67ddc-0dd1-4c13-9916-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:0bb67ddc-0dd1-4c13-9916-5a83a9ead2f4
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1088778/jcgs.shorth-plot.pdf
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    References listed on IDEAS

    as
    1. Einmahl, J. H.J. & Mason, D.M., 1992. "Generalized quantile processes," Other publications TiSEM b2a76bac-045d-457f-869f-d, Tilburg University, School of Economics and Management.
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    Cited by:

    1. John H. J. Einmahl & Laurens Haan & Chen Zhou, 2016. "Statistics of heteroscedastic extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 31-51, January.
    2. Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Other publications TiSEM edc722e6-cc70-4221-87a2-8, Tilburg University, School of Economics and Management.
    3. Aigner, Maximilian & Chavez-Demoulin, Valérie & Guillou, Armelle, 2022. "Measuring and comparing risks of different types," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 1-21.

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