Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2016.03.003 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2313562342 / rank | |||
Normal rank |
Revision as of 21:38, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of high conditional quantiles using the Hill estimator of the tail index |
scientific article |
Statements
Estimation of high conditional quantiles using the Hill estimator of the tail index (English)
0 references
20 May 2016
0 references
extreme value theory
0 references
high conditional quantiles
0 references
Hill estimator
0 references
Pickands estimator
0 references
quantile regression
0 references
tail index
0 references