Detecting tail behavior: mean excess plots with confidence bounds (Q291413)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting tail behavior: mean excess plots with confidence bounds |
scientific article |
Statements
Detecting tail behavior: mean excess plots with confidence bounds (English)
0 references
7 June 2016
0 references
extreme values
0 references
regular variation
0 references
random set
0 references
ME plot
0 references
asymptotic theory
0 references
confidence bounds
0 references
