Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revisiting the maximum likelihood estimation of a positive extreme value index |
scientific article |
Statements
Revisiting the maximum likelihood estimation of a positive extreme value index (English)
0 references
28 August 2019
0 references
bias estimation
0 references
heavy tails
0 references
semiparametric estimation
0 references
statistics of extremes
0 references
