Estimation of Tails and Related Quantities Using the Number of Near-Extremes (Q4678815): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Enkelejd Hashorva / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Juerg Hüsler / rank | |||
Normal rank | |||
Revision as of 12:42, 20 February 2024
scientific article; zbMATH DE number 2171264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Tails and Related Quantities Using the Number of Near-Extremes |
scientific article; zbMATH DE number 2171264 |
Statements
Estimation of Tails and Related Quantities Using the Number of Near-Extremes (English)
0 references
23 May 2005
0 references
asymptotic normality
0 references
estimation of tail index
0 references
estimation of the upper endpoint
0 references
generalized Pareto distribution
0 references
