Maximum likelihood estimation of extreme value index for irregular cases (Q2388968)
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scientific article; zbMATH DE number 5581985
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Maximum likelihood estimation of extreme value index for irregular cases |
scientific article; zbMATH DE number 5581985 |
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Maximum likelihood estimation of extreme value index for irregular cases (English)
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22 July 2009
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endpoint
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extreme value index
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generalized Pareto distribution
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stable law
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0.9402107
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0.94009006
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0.9301807
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0.92148113
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0.9179303
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0.9174497
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0.90511197
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0.89501244
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