Automatic Threshold selection for extreme value regression models

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Unpublished conference/Abstract (Scientific congresses and symposiums)

Hambuckers, Julien; Usseglio-Carleve, Antoine; Kratz, Marie

2022 • 2022 EcoStat conference

Editorial reviewed

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https://hdl.handle.net/2268/291743

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Recherche > HEC Recherche: Financial Management for the Future

Usseglio-Carleve, Antoine

Kratz, Marie

Language :

English

Title :

Automatic Threshold selection for extreme value regression models

Publication date :

05 June 2022

Event name :

2022 EcoStat conference

Event place :

Kyoto, Japan

Event date :

04/06/2022-06/06/2022

By request :

Yes

Audience :

International

Peer reviewed :

Editorial reviewed

Available on ORBi :

since 05 June 2022

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