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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English | 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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