Competitive estimation of the extreme value index (Q310653)
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scientific article; zbMATH DE number 6625425
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Competitive estimation of the extreme value index |
scientific article; zbMATH DE number 6625425 |
Statements
Competitive estimation of the extreme value index (English)
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8 September 2016
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heavy tails
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PORT methodology
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statistical extreme value theory
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0.9238842725753784
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0.878826379776001
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0.8536964058876038
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0.8522856831550598
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0.8457680940628052
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