A multidimensional mixture model for unsupervised tail estimation Lars Holden Ola Haug Kjersti Aas Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/34/06) Year: 2006 Issue: SAMBA/34/06 Number of pages: 24 Lars Holden Research Director Ola Haug Senior Research Scientist Kjersti Aas Research Director SAMBA You are here: Home Publications Report A multidimensional mixture model for unsupervised tail estimation
