A unification of tail estimators (Q3978044)
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scientific article; zbMATH DE number 13583
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A unification of tail estimators |
scientific article; zbMATH DE number 13583 |
Statements
A unification of tail estimators (English)
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25 June 1992
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unification of tail estimators
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Hill's estimator
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generalized Pareto distribution
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exceedances over threshold
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quantile function
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density- quantile function
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tail behavior model
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0.8086501359939575
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0.7891681790351868
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0.7729218602180481
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0.7729218602180481
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0.7671721577644348
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