Comparison of Tail Performance of the Champernowne Transformed Kernel Density Estimator, the Generalized Pareto Distribution and the G-and-H Distribution
2009 ◽
Vol 4
(2)
◽
pp. 43-67
◽
2020 ◽
Vol 72
(2)
◽
pp. 89-110
2016 ◽
Vol 25
(5)
◽
pp. 2233-2248
◽
2017 ◽
Vol 6
(3)
◽
pp. 141
◽
2011 ◽
Vol 81
(11)
◽
pp. 2414-2430
◽
Keyword(s):
2019 ◽
Vol 106
◽
pp. 383-391
◽
2006 ◽
Vol 3
(3)
◽
pp. 859-893
◽