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Heavy-tailed phase-type distributions: a unified approach.
Extremes (Boston). 2022;25(3):529-565. doi: 10.1007/s10687-022-00436-8. Epub 2022 Feb 16.
Extremes (Boston). 2022.
PMID: 35899174
Free PMC article.
Threshold selection and trimming in extremes.
Bladt M, Albrecher H, Beirlant J.
Bladt M, et al.
Extremes (Boston). 2020;23(4):629-665. doi: 10.1007/s10687-020-00385-0. Epub 2020 Jul 14.
Extremes (Boston). 2020.
PMID: 33132744
Free PMC article.
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