A dynamic mixture model for unsupervised tail estimation without threshold selection

Publication details

• Journal: Extremes, vol. 5, p. 219–236, 2003
• Publisher: Springer
• International Standard Numbers:
  • Printed: 1386-1999
  • Electronic: 1572-915X
• Links:
  • FULLTEKST: http://publications.nr.no/3762/Frigessi_-_A_dynamic_mixture_model_for_unsupervised_tail_esti.pdf
  • DOI: doi.org/10.1023/A:1024072610684