Automatic threshold selection for extreme value regression models

No full text

Unpublished conference/Abstract (Scientific congresses and symposiums)

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

2022 • 24th International Conference on Computational Statistics (COMPSTAT)

Editorial reviewed

Permalink
https://hdl.handle.net/2268/307246

No document available.

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Kratz, Marie

Usseglio-Carleve, Antoine

Language :

English

Title :

Automatic threshold selection for extreme value regression models

Publication date :

2022

Event name :

24th International Conference on Computational Statistics (COMPSTAT)

Event place :

Bologna, Italy

Event date :

23-26 August 2022

By request :

Yes

Audience :

International

Peer reviewed :

Editorial reviewed

Available on ORBi :

since 30 September 2023

Number of views

3 (2 by ULiège)

Number of downloads

0 (0 by ULiège)