Partially smooth tail-index estimation for small samples (Q2513368)
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scientific article; zbMATH DE number 6391645
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| default for all languages | No label defined |
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| English | Partially smooth tail-index estimation for small samples |
scientific article; zbMATH DE number 6391645 |
Statements
Partially smooth tail-index estimation for small samples (English)
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28 January 2015
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tail-index estimation
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small-sample performance
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monotone density estimation
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probability weighted moments
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L-moments
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extreme-value theory
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0.8538007736206055
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0.7825137972831726
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0.7810604572296143
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0.7683702111244202
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0.7642973065376282
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