A unification of tail estimators (Q3978044)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A unification of tail estimators
scientific article

    Statements

    A unification of tail estimators (English)
    0 references
    0 references
    25 June 1992
    0 references
    0 references
    unification of tail estimators
    0 references
    Hill's estimator
    0 references
    generalized Pareto distribution
    0 references
    exceedances over threshold
    0 references
    quantile function
    0 references
    density- quantile function
    0 references
    tail behavior model
    0 references
    0 references