Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:24, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms |
scientific article |
Statements
Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (English)
0 references
15 November 2013
0 references
statistics of extremes
0 references
extreme value index
0 references
semiparametric estimation
0 references
adaptive choices
0 references
heuristic methods
0 references
bias reduction
0 references
location/scale invariant estimation
0 references
GARCH processes
0 references
