Optimal choice of kn-records in the extreme value index estimation (Q3365773)
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scientific article; zbMATH DE number 5000532
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| English | Optimal choice of kn-records in the extreme value index estimation |
scientific article; zbMATH DE number 5000532 |
Statements
Optimal choice of kn-records in the extreme value index estimation (English)
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23 January 2006
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regular variation
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optimality
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sample fraction
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0.8573786020278931
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0.8472258448600769
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0.8469218611717224
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0.8310555815696716
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