Implementing Covariate Selection Techniques in a Dynamic Peak-Over-Threshold Approach

Additional Metadata
Keywords	peak-over-threshold; pot; covariate selection; best subset selection; lasso; relaxed lasso; poisson; gpd
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/59479
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	Lemmen, D.R.A. (2021, July 9). Implementing Covariate Selection Techniques in a Dynamic Peak-Over-Threshold Approach. Econometrie. Retrieved from http://hdl.handle.net/2105/59479

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