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- W2242286696 abstract "The ideas of model averaging are used to find weights in peak-over-threshold problems using a possible range of thresholds. A range of the largest observations are chosen and considered as possible thresholds, each time performing estimation. Weights based on an information criterion for each threshold are calculated. A weighted estimate of the threshold and shape parameter can be calculated." @default.
- W2242286696 created "2016-06-24" @default.
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- W2242286696 date "2014-10-22" @default.
- W2242286696 modified "2023-09-27" @default.
- W2242286696 title "Estimating the Tail Index by using Model Averaging" @default.
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