Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6583300 / rank | |||
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extreme value theory | |||
Property / zbMATH Keywords: extreme value theory / rank | |||
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high conditional quantiles | |||
Property / zbMATH Keywords: high conditional quantiles / rank | |||
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Hill estimator | |||
Property / zbMATH Keywords: Hill estimator / rank | |||
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Pickands estimator | |||
Property / zbMATH Keywords: Pickands estimator / rank | |||
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quantile regression | |||
Property / zbMATH Keywords: quantile regression / rank | |||
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tail index | |||
Property / zbMATH Keywords: tail index / rank | |||
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Revision as of 19:45, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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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)
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20 May 2016
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extreme value theory
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high conditional quantiles
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Hill estimator
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Pickands estimator
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quantile regression
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tail index
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