Partially smooth tail-index estimation for small samples
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Publication:2513368
DOI10.1007/s00180-010-0221-5zbMath1304.65056OpenAlexW2012216849MaRDI QIDQ2513368
Publication date: 28 January 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-010-0221-5
extreme-value theoryL-momentstail-index estimationprobability weighted momentssmall-sample performancemonotone density estimation
Uses Software
Cites Work
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