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

Julie Carreau and Yoshua Bengio

Article (2009)

Document published while its authors were not affiliated with Polytechnique Montréal

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PolyPublie URL: https://publications.polymtl.ca/48828/
Journal Title: Extremes (vol. 12, no. 1)
Publisher: Springer-Verlag
DOI: 10.1007/s10687-008-0068-0
Official URL: https://doi.org/10.1007/s10687-008-0068-0
Date Deposited: 18 Apr 2023 15:14
Last Modified: 25 Sep 2024 16:38
Cite in APA 7: Carreau, J., & Bengio, Y. (2009). A hybrid Pareto model for asymmetric fat-tailed data: the univariate case. Extremes, 12(1), 53-76. https://doi.org/10.1007/s10687-008-0068-0

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