On tail index estimation using a sample with missing observations (Q433581): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / zbMATH DE Number: 6053350 / rank | |||
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missing observations | |||
| Property / zbMATH Keywords: missing observations / rank | |||
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extremal dependence | |||
| Property / zbMATH Keywords: extremal dependence / rank | |||
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near epoch dependence | |||
| Property / zbMATH Keywords: near epoch dependence / rank | |||
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parameter estimation | |||
| Property / zbMATH Keywords: parameter estimation / rank | |||
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tail indices | |||
| Property / zbMATH Keywords: tail indices / rank | |||
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Revision as of 23:27, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail index estimation using a sample with missing observations |
scientific article |
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On tail index estimation using a sample with missing observations (English)
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5 July 2012
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missing observations
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extremal dependence
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near epoch dependence
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parameter estimation
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tail indices
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