Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008)
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scientific article; zbMATH DE number 6958961
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| English | Detecting influential data points for the Hill estimator in Pareto-type distributions |
scientific article; zbMATH DE number 6958961 |
Statements
65
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13-28
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September 2013
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19 October 2018
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Detecting influential data points for the Hill estimator in Pareto-type distributions (English)
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Pareto-type distribution
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extreme value index
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tail index estimation
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influential data points
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robustness
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0.7646571397781372
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0.7589608430862427
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0.7150641083717346
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0.708531379699707
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Mia Hubert
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Goedele Dierckx
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Dina Vanpaemel
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