Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating a tail exponent by modelling departure from a Pareto distribution |
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Estimating a tail exponent by modelling departure from a Pareto distribution (English)
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7 June 2000
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bias reduction
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extreme-value theory
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log-spacings
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maximum likelihood
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order statistics
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peaks-over-threshold
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regression
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regular variation
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spacings Zipf's law
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