Archived publication
Archived publication
Data squashing for tail inference in the generalized Pareto distribution
3119/Dimakos_-_Data_squashing_for_tail_inference_in_the_generaliz.pdf
July 01, 2000
SAMBA
- Filename: 3119/Dimakos_-_Data_squashing_for_tail_inference_in_the_generaliz.pdf
- Target groups: Insurance companies, banks, finance, data miners
- Areas: Data mining
- Keywords: Data mining, Data squashing, Generalized Pareto distribution, Heavy tails, Massive data, Moment matching
- Page(s): 20
- Name and number of project: 830100 SIP-KDD
- Title: Data squashing for tail inference in the generalized Pareto distribution
- Author(s): Dimakos, Xeni Kristine
- ISBN: 82-539-0461-4
- Report number: 957
- Published date: July 01, 2000
- URL: http://publications.nr.no/3119/Dimakos_-_Data_squashing_for_tail_inference_in_the_generaliz.pdf
- DOI: