Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814)
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scientific article; zbMATH DE number 7031069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simple tail index estimation for dependent and heterogeneous data with missing values |
scientific article; zbMATH DE number 7031069 |
Statements
Simple tail index estimation for dependent and heterogeneous data with missing values (English)
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28 February 2019
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consistency
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missing observations
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extremal dependence
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regular variation
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tail indices
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heavy-tailed distributions
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0.8765067458152771
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0.8075675964355469
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0.8073262572288513
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0.8066415786743164
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0.8064926862716675
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