Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171)
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scientific article; zbMATH DE number 7194243
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| English | Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions |
scientific article; zbMATH DE number 7194243 |
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Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (English)
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28 April 2020
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nonparametric estimation
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location-scale function
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tail-index
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extreme-values
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conditional quantile
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0.8748409152030945
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0.8698536157608032
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0.849595308303833
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0.8348630666732788
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