Refined Pickands estimators of the extreme value index (Q1922380): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refined Pickands estimators of the extreme value index |
scientific article |
Statements
Refined Pickands estimators of the extreme value index (English)
0 references
23 March 1998
0 references
extreme value index
0 references
tail index
0 references
Pickands process
0 references
robustness
0 references
moment estimator
0 references
asymptotic normality
0 references
refined Pickands estimator
0 references
