Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478): Difference between revisions
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| Property / author | |||
| Property / author: Feng Yang He / rank | |||
| Property / author | |||
| Property / author: Ye Bin Cheng / rank | |||
| Property / author | |||
| Property / author: Tie Jun Tong / rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6583300 / rank | |||
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| Property / zbMATH Keywords | |||
extreme value theory | |||
| Property / zbMATH Keywords: extreme value theory / rank | |||
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| Property / zbMATH Keywords | |||
high conditional quantiles | |||
| Property / zbMATH Keywords: high conditional quantiles / rank | |||
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| Property / zbMATH Keywords | |||
Hill estimator | |||
| Property / zbMATH Keywords: Hill estimator / rank | |||
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| Property / zbMATH Keywords | |||
Pickands estimator | |||
| Property / zbMATH Keywords: Pickands estimator / rank | |||
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| Property / zbMATH Keywords | |||
quantile regression | |||
| Property / zbMATH Keywords: quantile regression / rank | |||
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| Property / zbMATH Keywords | |||
tail index | |||
| Property / zbMATH Keywords: tail index / rank | |||
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| Property / author | |||
| 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 | |||
| 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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| links / mardi / name | links / mardi / name | ||
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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