A peak-over-threshold approach for modelling covariate relations in extreme value distributions using Conditional Density Networks

Additional Metadata
Keywords	Extreme value analysis; peak-over-threshold; neural network; simulation; non-stationary; statistical modelling
Thesis Advisor	Wan, P.
Persistent URL	hdl.handle.net/2105/59447
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Buck, R.S.S. (2021, August 20). A peak-over-threshold approach for modelling covariate relations in extreme value distributions using Conditional Density Networks. Econometrie. Retrieved from http://hdl.handle.net/2105/59447

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