An estimator for the extreme-value index (Q4337148): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A moment estimator for the index of an extreme-value distribution / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimating the limit distribution of multivariate extremes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3713481 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Functional central limit theorems for processes with positive drift and their inverses / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Statistical inference using extreme order statistics / rank | |||
Normal rank | |||
Latest revision as of 12:36, 27 May 2024
scientific article; zbMATH DE number 1010761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimator for the extreme-value index |
scientific article; zbMATH DE number 1010761 |
Statements
An estimator for the extreme-value index (English)
0 references
11 November 1997
0 references
tail empirical process
0 references
extreme value index
0 references
parameter estimation
0 references
simulation
0 references
