Smooth tail-index estimation (Q3401368)
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scientific article; zbMATH DE number 5664611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Smooth tail-index estimation |
scientific article; zbMATH DE number 5664611 |
Statements
Smooth tail-index estimation (English)
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29 January 2010
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extreme-value theory
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log-concave density estimation
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negative Hill estimator
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Pickands estimator
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tail-index estimation
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small-sample performance
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0.8538007736206055
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0.8151530623435974
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0.8094990253448486
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0.7964587211608887
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0.7951437830924988
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