On tail index estimation using a sample with missing observations (Q433581): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2012.01.014 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2109960578 / rank | |||
Normal rank | |||
Revision as of 23:06, 19 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
