The Latest Advances on the Hill Estimator and Its Modifications (Q2787387)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Latest Advances on the Hill Estimator and Its Modifications |
scientific article |
Statements
The Latest Advances on the Hill Estimator and Its Modifications (English)
0 references
25 February 2016
0 references
extreme value index
0 references
efficiency
0 references
heavy right tails
0 references
Hill estimator modified Hill estimators
0 references
mean square error
0 references
robustness
0 references
score function
0 references
