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Archived publication

Data squashing for tail inference in the generalized Pareto distribution

Dimakos, Xeni Kristine

July 01, 2000

SAMBA

  • Filename: 3119/Dimakos_-_Data_squashing_for_tail_inference_in_the_generaliz.pdf
  • Target groups: Insurance companies, banks, finance, data miners
  • Areas: Data mining
  • Keywords: Data mining, Data squashing, Generalized Pareto distribution, Heavy tails, Massive data, Moment matching
  • Page(s): 20
  • Name and number of project: 830100 SIP-KDD
  • Title: Data squashing for tail inference in the generalized Pareto distribution
  • Author(s): Dimakos, Xeni Kristine
  • ISBN: 82-539-0461-4
  • Report number: 957
  • Published date: July 01, 2000
  • URL: http://publications.nr.no/3119/Dimakos_-_Data_squashing_for_tail_inference_in_the_generaliz.pdf
  • DOI:

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR