Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms |
scientific article |
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Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (English)
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15 November 2013
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statistics of extremes
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extreme value index
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semiparametric estimation
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adaptive choices
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heuristic methods
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bias reduction
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location/scale invariant estimation
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GARCH processes
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