On tail index estimation using a sample with missing observations (Q433581): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail index estimation using a sample with missing observations |
scientific article |
Statements
On tail index estimation using a sample with missing observations (English)
0 references
5 July 2012
0 references
missing observations
0 references
extremal dependence
0 references
near epoch dependence
0 references
parameter estimation
0 references
tail indices
0 references
