A multidimensial mixture model for unsupervised tail estimation Lars Holden Ola Haug Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/09/09) Year: 2009 Issue: SAMBA/09/09 Number of pages: 29 Link: FULLTEKST: http://publications.nr.no/4969/Holden_-_A_multidimensial_mixture_model_for_unsupervised_ta.pdf Lars Holden Research Director Ola Haug Senior Research Scientist You are here: Home Publications Report A multidimensial mixture model for unsupervised tail estimation
