On tail index estimation using a sample with missing observations (Q433581): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:02, 30 January 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
