Modification of moment-based tail index estimator: sums versus maxima (Q2417437)
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scientific article; zbMATH DE number 7064918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modification of moment-based tail index estimator: sums versus maxima |
scientific article; zbMATH DE number 7064918 |
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Modification of moment-based tail index estimator: sums versus maxima (English)
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12 June 2019
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extreme-value index
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estimator
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asymptotic normality
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0.8334484696388245
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0.8055726885795593
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0.792419970035553
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0.7918398380279541
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0.7835498452186584
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