Author of the publication

Reiss and Thomas' automatic selection of the number of extremes.

, and . Comput. Stat. Data Anal., 47 (4): 689-704 (2004)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Forecasting Value-at-Risk with a duration-based POT method., and . Math. Comput. Simul., (2013)Reiss and Thomas' automatic selection of the number of extremes., and . Comput. Stat. Data Anal., 47 (4): 689-704 (2004)PORT Hill and Moment Estimators for Heavy-Tailed Models., , and . Communications in Statistics - Simulation and Computation, 37 (7): 1281-1306 (2008)A new class of independence tests for interval forecasts evaluation., and . Comput. Stat. Data Anal., 56 (11): 3366-3380 (2012)Extreme nitriding limits in aluminium extrusion., , and . Int. J. Math. Model. Numer. Optimisation, 2 (3): 342-355 (2011)Extreme Value Distributions., and . International Encyclopedia of Statistical Science, Springer, (2011)