Optimal semiparametric inference for the tail index based on ratios of the largest extremes (Q2810364)
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scientific article; zbMATH DE number 6588272
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| English | Optimal semiparametric inference for the tail index based on ratios of the largest extremes |
scientific article; zbMATH DE number 6588272 |
Statements
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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Optimal semiparametric inference for the tail index based on ratios of the largest extremes (English)
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0.7780002355575562
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0.7724977135658264
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0.7717348337173462
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