PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5348411
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | PORT Hill and Moment Estimators for Heavy-Tailed Models |
scientific article; zbMATH DE number 5348411 |
Statements
PORT Hill and Moment Estimators for Heavy-Tailed Models (English)
0 references
30 September 2008
0 references
nonparametric estimation
0 references
statistics of extreme values
0 references
tail inference
0 references
semi-parametric estimation
0 references
statistics of extremes
0 references
extreme value index
0 references
reduced-bias estimation
0 references
sample of excesses
0 references
Monte Carlo simulation
0 references
0 references
0.856095552444458
0 references
0.8522856831550598
0 references
0.8520033955574036
0 references
0.8510106205940247
0 references
0.8409956693649292
0 references
