W. de Croylaan 54
Catholic University of Leuven (KUL)
exceedances, extreme value theory, heavy tails, maxima
bias reduction, exchange rate, heavy tails, peaks-over-threshold, regular variation, tail index
asymptotic normality; confidence interval; extreme value theory; research output; scientometrics; tail empirical process.
IBNR, confidence bound, comonotonicity, simulation
Local polynomial estimation, Quantile regression, Consistency, Asymptotic normality.
censoring, composite model, expectation-maximization algorithm, risk measurement, tail modeling
anthropogenic seismicity, endpoint estimation, extreme value
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