Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Second-order refined peaks-over-threshold modelling for heavy-tailed distributions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Second-order refined peaks-over-threshold modelling for heavy-tailed distributions |
scientific article |
Statements
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (English)
0 references
9 June 2009
0 references
bias reduction
0 references
Hill estimator
0 references
extended Pareto distribution
0 references
extreme value index
0 references
heavy tails
0 references
regular variation
0 references
tail empirical process
0 references
tail probability
0 references
Weissman probability estimator
0 references
0 references
0 references
0 references
0.8207010626792908
0 references
0.7710875868797302
0 references
0.7692503333091736
0 references
0.766789972782135
0 references
