A hybrid Pareto model for asymmetric fat-tailed data: the univariate case

Journal article

Peer reviewed

Julie Carreau and Yoshua Bengio

Extremes, Vol.12(1), pp.53-76

03/2009

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Title: A hybrid Pareto model for asymmetric fat-tailed data: the univariate case
Creators - without role: Julie Carreau - Université de Montpellier, Hydrosciences Montpellier - HSM
Yoshua Bengio - Université de Montréal
Publication Details: Extremes, Vol.12(1), pp.53-76
Identifiers: 9938782309311
Academic Unit: Hydrosciences Montpellier - HSM
Language: English
Resource Type: Journal article
Local Fields: hal-03276283