Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576)
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scientific article; zbMATH DE number 7080064
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| English | Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data |
scientific article; zbMATH DE number 7080064 |
Statements
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (English)
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12 July 2019
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trimmed Hill
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adaptive robustness
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weighted sequential testing
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minimax rate optimality
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0.8070417046546936
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0.7923936247825623
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0.7853167057037354
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0.7646571397781372
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0.7558216452598572
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