Estimation of a tail index based on minimum density power divergence (Q957324)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a tail index based on minimum density power divergence |
scientific article |
Statements
Estimation of a tail index based on minimum density power divergence (English)
0 references
27 November 2008
0 references
tail index
0 references
minimum density power divergence estimator
0 references
robustness
0 references
outliers
0 references
strong mixing processes
0 references
