Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses |
scientific article |
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Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (English)
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10 June 2009
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heavy tails
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log-excesses
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maximum likelihood
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semiparametric estimation
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statistics of extremes
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