Estimation of the maximal moment exponent with censored data (Q4787647): Difference between revisions

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Revision as of 04:57, 3 April 2024

scientific article; zbMATH DE number 1850379
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Estimation of the maximal moment exponent with censored data
scientific article; zbMATH DE number 1850379

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    Estimation of the maximal moment exponent with censored data (English)
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    2000
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    extreme events
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    heavy tail
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    Hill estimator
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    Pareto distribution
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    stable distribution
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