Ridge regression estimators for the extreme value index (Q2311597)

From MaRDI portal
Revision as of 14:57, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Ridge regression estimators for the extreme value index
scientific article

    Statements

    title
    Ridge regression estimators for the extreme value index (English)
    0 references
    author
    Sven Buitendag
    0 references
    Jan Beirlant
    0 references
    Tertius de Wet
    0 references
    published in
    Extremes
    0 references
    publication date
    4 July 2019
    0 references
    zbMATH DE Number
    7076465
    0 references
    zbMATH Keywords
    extreme value index
    0 references
    ridge regression
    0 references
    least squares regression
    0 references
    Hill estimator
    0 references
    generalized Hill estimator
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2311597&oldid=14892314"
    Powered by MediaWiki