On tail index estimation based on multivariate data (Q2811273)
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scientific article; zbMATH DE number 6591741
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| English | On tail index estimation based on multivariate data |
scientific article; zbMATH DE number 6591741 |
Statements
On tail index estimation based on multivariate data (English)
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10 June 2016
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heavy-tail modelling
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multivariate statistics
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tail index estimation
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Hill estimator
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aggregation
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0.9357337
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0.93312293
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0.92131984
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0.92029905
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0.9166861
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0.9095343
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0.90627444
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