Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967): Difference between revisions
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Revision as of 11:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses |
scientific article |
Statements
Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (English)
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17 September 2010
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statistics of extremes
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heavy tails
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log-excesses
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semi-parametric estimation
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maximum likelihood
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survival analysis
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Monte Carlo simulation
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