Tail product-limit process for truncated data with application to extreme value index estimation (Q291405): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F17 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G70 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G32 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G30 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G20 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6589921 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
empirical process | |||
Property / zbMATH Keywords: empirical process / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
tail product-limit process | |||
Property / zbMATH Keywords: tail product-limit process / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
weighted Gaussian approximation | |||
Property / zbMATH Keywords: weighted Gaussian approximation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
extreme value index | |||
Property / zbMATH Keywords: extreme value index / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
heavy tails | |||
Property / zbMATH Keywords: heavy tails / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
high quantiles | |||
Property / zbMATH Keywords: high quantiles / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hill estimator | |||
Property / zbMATH Keywords: Hill estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Lynden-Bell estimator | |||
Property / zbMATH Keywords: Lynden-Bell estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
random truncation | |||
Property / zbMATH Keywords: random truncation / rank | |||
Normal rank |
Revision as of 20:52, 27 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tail product-limit process for truncated data with application to extreme value index estimation |
scientific article |
Statements
Tail product-limit process for truncated data with application to extreme value index estimation (English)
0 references
7 June 2016
0 references
empirical process
0 references
tail product-limit process
0 references
weighted Gaussian approximation
0 references
extreme value index
0 references
heavy tails
0 references
high quantiles
0 references
Hill estimator
0 references
Lynden-Bell estimator
0 references
random truncation
0 references