On tail index estimation using a sample with missing observations (Q433581)
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scientific article; zbMATH DE number 6053350
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On tail index estimation using a sample with missing observations |
scientific article; zbMATH DE number 6053350 |
Statements
On tail index estimation using a sample with missing observations (English)
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5 July 2012
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missing observations
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extremal dependence
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near epoch dependence
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parameter estimation
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tail indices
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0.8765067458152771
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0.8574257493019104
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0.8535152673721313
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0.8446567058563232
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0.8437559008598328
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