PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760): Difference between revisions
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Revision as of 14:09, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORT Hill and Moment Estimators for Heavy-Tailed Models |
scientific article |
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PORT Hill and Moment Estimators for Heavy-Tailed Models (English)
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30 September 2008
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nonparametric estimation
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statistics of extreme values
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tail inference
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semi-parametric estimation
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statistics of extremes
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extreme value index
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reduced-bias estimation
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sample of excesses
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Monte Carlo simulation
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