Archived publication

Archived publication

A dynamic mixture model for unsupervised tail estimation without threshold selection

Frigessi, Arnoldo; Haug, Ola; Rue, Håvard

September 01, 2003

SAMBA

  • ISBN:
  • Author(s): Frigessi, Arnoldo; Haug, Ola; Rue, Håvard
  • Title: A dynamic mixture model for unsupervised tail estimation without threshold selection
  • Volume/number: 5
  • Name and number of project: 830100: SIP-KDD OH1 HEAVY
  • Journal: Extremes
  • Page(s): 219-235
  • Conference:
  • Filename: 3762/Frigessi_-_A_dynamic_mixture_model_for_unsupervised_tail_esti.pdf
  • Refereed: 1
  • Publisher:
  • Published date: September 01, 2003
  • Book title:
  • Editor: