A note on second order conditions in extreme value theory: linking general and heavy tail conditions (Q3540680)
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scientific article; zbMATH DE number 5372266
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| English | A note on second order conditions in extreme value theory: linking general and heavy tail conditions |
scientific article; zbMATH DE number 5372266 |
Statements
24 November 2008
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extreme value index
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regular variation
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semi-parametric estimation
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0.7937110662460327
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0.7861000299453735
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0.7779965996742249
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0.7752086520195007
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0.7701137661933899
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