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Extreme Value Statistics in Semi-Supervised Models

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  • Ahmed, Hanan

    (Tilburg University, School of Economics and Management)

  • Einmahl, John

    (Tilburg University, School of Economics and Management)

  • Zhou, Chen

Abstract

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  • Ahmed, Hanan & Einmahl, John & Zhou, Chen, 2021. "Extreme Value Statistics in Semi-Supervised Models," Other publications TiSEM ad83a546-fb09-408e-80cc-b, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:ad83a546-fb09-408e-80cc-b4b2db763d37
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    References listed on IDEAS

    as
    1. Drees, Holger & Huang, Xin, 1998. "Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function," Journal of Multivariate Analysis, Elsevier, vol. 64(1), pages 25-47, January.
    2. Stuart G. Coles & David Walshaw, 1994. "Directional Modelling of Extreme Wind Speeds," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(1), pages 139-157, March.
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