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On a minimum distance procedure for threshold selection in tail analysis
v1v2 (latest)

On a minimum distance procedure for threshold selection in tail analysis

15 November 2018
H. Drees
Anja Janssen
Sidney I. Resnick
Tiandong Wang
ArXiv (abs)PDFHTML

Papers citing "On a minimum distance procedure for threshold selection in tail analysis"

3 / 3 papers shown
Title
On the Asymptotic Normality of Estimating the Affine Preferential
  Attachment Network Models with Random Initial Degrees
On the Asymptotic Normality of Estimating the Affine Preferential Attachment Network Models with Random Initial Degrees
Fengnan Gao
A. van der Vaart
29
28
0
08 Mar 2016
Asymptotic Normality of In- and Out-Degree Counts in a Preferential
  Attachment Model
Asymptotic Normality of In- and Out-Degree Counts in a Preferential Attachment Model
Tiandong Wang
Sidney I. Resnick
15
11
0
01 Oct 2015
Fitting heavy tailed distributions: the poweRlaw package
Fitting heavy tailed distributions: the poweRlaw package
Colin S. Gillespie
38
474
0
13 Jul 2014
1