Santos, P. A., Alves, M. I. F., & Gomes, M. I. (2010). Peaks over random threshold methodology for tail index and high quantile estimation.
Chicago Style (17th ed.) CitationSantos, Paulo Araújo, M. Isabel Fraga Alves, and M. Ivette Gomes. Peaks over Random Threshold Methodology for Tail Index and High Quantile Estimation. 2010.
MLA (8th ed.) CitationSantos, Paulo Araújo, et al. Peaks over Random Threshold Methodology for Tail Index and High Quantile Estimation. 2010.
Warning: These citations may not always be 100% accurate.