OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES (Q2810364)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES |
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OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES (English)
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1 June 2016
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diagnostic analysis
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Fréchet extremes
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largest order statistics
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minimum variance unbiased estimate
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regularly varying tail
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uniformly most powerful test
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