Ridge regression estimators for the extreme value index (Q2311597): Difference between revisions

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Revision as of 06:40, 5 March 2024

scientific article
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Ridge regression estimators for the extreme value index
scientific article

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    Ridge regression estimators for the extreme value index (English)
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    4 July 2019
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    extreme value index
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    ridge regression
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    least squares regression
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    Hill estimator
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    generalized Hill estimator
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