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Keyword Search Criteria: generalized pareto distribution returned 4 record(s)
Sunday, 07/30/2017
Semiparametric Inference for the Means of Heavy-Tailed Distributions
Hedibert Lopes, Insper; Matt Taddy, University of Chicago Booth School of Business; Matt Gardner, eBay
3:05 PM

Tuesday, 08/01/2017
Exponentiated Generalized Pareto Distribution: Properties and Applications Towards Extreme Value Theory
Se Yoon Lee, Texas A&M University; Joseph H. T. Kim, Yonsei University


Wednesday, 08/02/2017
On Sums of Independent Generalized Pareto Random Variables with Applications to Insurance and CAT Bonds
Yuanyuan Zhang, University of Manchester


A Return Level Analysis of the January 2016 Blizzard in New York City
Jaechoul Lee, Boise State University; Mintaek Lee, Boise State University
3:20 PM

 
 
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