Limit laws for the norms of extremal samples (Q2242885)
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scientific article; zbMATH DE number 7423671
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Limit laws for the norms of extremal samples |
scientific article; zbMATH DE number 7423671 |
Statements
Limit laws for the norms of extremal samples (English)
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10 November 2021
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tail index
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Hill estimator
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residual estimator
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regular variation
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power sum
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stable distribution
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0.8385975360870361
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0.8348965644836426
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0.8341047167778015
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0.8237943053245544
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0.8174397945404053
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