Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408): Difference between revisions

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Latest revision as of 02:10, 7 July 2024

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Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
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    Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (English)
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    15 November 2013
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    statistics of extremes
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    extreme value index
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    semiparametric estimation
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    adaptive choices
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    heuristic methods
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    bias reduction
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    location/scale invariant estimation
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    GARCH processes
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