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Bayesian mixture models in extreme value theory with an application to investent portfolio analysis

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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:594414
Date January 2012
CreatorsBarranos, Antonio A. Ortiz
PublisherUniversity of Kent
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation

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