Adaptive and minimax optimal estimation of the tail coefficient (Q2950209)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive and minimax optimal estimation of the tail coefficient |
scientific article |
Statements
Adaptive and minimax optimal estimation of the tail coefficient (English)
0 references
8 October 2015
0 references
adaptive estimation
0 references
extreme value index
0 references
minimax optimal bounds
0 references
Pareto-type distributions
0 references
