Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics (Q4366113)
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scientific article; zbMATH DE number 1089415
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| English | Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics |
scientific article; zbMATH DE number 1089415 |
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Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics (English)
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18 November 1997
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goodness-of-fit plot
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mean excess function
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Pareto index
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weighted least squares
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0.8350114226341248
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0.8180492520332336
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0.8177440166473389
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0.8154815435409546
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