Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478): Difference between revisions
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| Property / author: Feng Yang He / rank | |||
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| Property / author: Ye Bin Cheng / rank | |||
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| Property / author: Tie Jun Tong / rank | |||
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| Property / author: Feng Yang He / rank | |||
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| Property / author | |||
| Property / author: Ye Bin Cheng / rank | |||
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| Property / author | |||
| Property / author: Tie Jun Tong / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.jspi.2016.03.003 / rank | |||
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| Property / OpenAlex ID: W2313562342 / rank | |||
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Revision as of 21:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of high conditional quantiles using the Hill estimator of the tail index |
scientific article |
Statements
Estimation of high conditional quantiles using the Hill estimator of the tail index (English)
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20 May 2016
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extreme value theory
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high conditional quantiles
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Hill estimator
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Pickands estimator
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quantile regression
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tail index
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