Data-transformation and test of fit for the generalized Pareto Hypothesis

Citation:

Meintanis SG, Bassiakos Y. Data-transformation and test of fit for the generalized Pareto Hypothesis. Communications in Statistics—Theory and Methods. 2007;36:833–849.

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National and Kapodistrian University of Athens
(+30) 210-3689491
Sofokleous 1 & Aristeidou - Grypareio Megaro, 6th floor, room 604, Athens, ZipCode 10559
ybassiak@econ.uoa.gr

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Yiannis Bassiakos

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Data-transformation and test of fit for the generalized Pareto Hypothesis

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