Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408)
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scientific article; zbMATH DE number 6227397
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| English | Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms |
scientific article; zbMATH DE number 6227397 |
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Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (English)
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15 November 2013
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statistics of extremes
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extreme value index
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semiparametric estimation
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adaptive choices
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heuristic methods
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bias reduction
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location/scale invariant estimation
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GARCH processes
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0.83187735
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0.7823808
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0.7755528
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0.77468014
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