Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873)
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: Estimation of the tail parameter in the domain of attraction of an extremal distribution |
scientific article; zbMATH DE number 758077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of the tail parameter in the domain of attraction of an extremal distribution |
scientific article; zbMATH DE number 758077 |
Statements
Estimation of the tail parameter in the domain of attraction of an extremal distribution (English)
0 references
5 July 1995
0 references
generalized extreme value distribution
0 references
order statistics
0 references
extremal parameter
0 references
regularly varying tail
0 references
rate of convergence
0 references
optimal number of top order statistics
0 references
0.8202733993530273
0 references
0.8195809125900269
0 references
0.8180614709854126
0 references
0.8117762207984924
0 references
