A simple generalisation of the Hill estimator (Q130015): 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.csda.2012.07.019 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2120378200 / rank | |||
Normal rank | |||
Revision as of 23:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple generalisation of the Hill estimator |
scientific article |
Statements
57
0 references
1
0 references
518-535
0 references
January 2013
0 references
29 June 2017
0 references
A simple generalisation of the Hill estimator (English)
0 references
bias estimation
0 references
bootstrap methodology
0 references
heavy tails
0 references
optimal levels
0 references
semi-parametric estimation
0 references
statistics of extremes
0 references
