Tail index estimation with a fixed tuning parameter fraction (Q899351)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index estimation with a fixed tuning parameter fraction |
scientific article |
Statements
Tail index estimation with a fixed tuning parameter fraction (English)
0 references
28 December 2015
0 references
extreme value theory
0 references
heavy tails
0 references
stable distributions
0 references
