A robust estimator for the tail index of Pareto-type distributions (Q1020730)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A robust estimator for the tail index of Pareto-type distributions
scientific article

    Statements

    A robust estimator for the tail index of Pareto-type distributions (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    2 June 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    extreme value statistics
    0 references
    relative excesses over a large threshold
    0 references
    robust tail index estimation
    0 references
    geopedology
    0 references
    0 references