Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882)
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scientific article; zbMATH DE number 6301099
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| English | Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions |
scientific article; zbMATH DE number 6301099 |
Statements
Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (English)
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5 June 2014
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Pareto-type distribution
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bias correction
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robustness
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0.8448877334594727
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0.843227744102478
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0.8208438158035278
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0.8205095529556274
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0.8182334303855896
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