On tail index estimation using a sample with missing observations (Q433581): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.spl.2012.01.014 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.SPL.2012.01.014 / rank | |||
Normal rank |
Revision as of 01:34, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On tail index estimation using a sample with missing observations |
scientific article |
Statements
On tail index estimation using a sample with missing observations (English)
0 references
5 July 2012
0 references
missing observations
0 references
extremal dependence
0 references
near epoch dependence
0 references
parameter estimation
0 references
tail indices
0 references
0 references
0 references