Statistical tests on tail index of a probability distribution. (With comments and rejoinder) (Q2002883)
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scientific article; zbMATH DE number 7080374
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| English | Statistical tests on tail index of a probability distribution. (With comments and rejoinder) |
scientific article; zbMATH DE number 7080374 |
Statements
Statistical tests on tail index of a probability distribution. (With comments and rejoinder) (English)
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12 July 2019
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autoregressive time series
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empirical distribution function
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extreme regression quantile
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Gumbel hypothesis
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heavy tailed distribution
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Pareto tail index
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0.9049465656280518
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0.8420564532279968
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0.8344953656196594
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0.834092915058136
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0.8256989121437073
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