On multivariate separating Hill estimator under estimated location and scatter (Q4632274)
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scientific article; zbMATH DE number 7048447
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| default for all languages | No label defined |
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| English | On multivariate separating Hill estimator under estimated location and scatter |
scientific article; zbMATH DE number 7048447 |
Statements
On multivariate separating Hill estimator under estimated location and scatter (English)
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29 April 2019
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multivariate extreme value theory
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extreme value index
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elliptical distribution
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0.8192362189292908
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0.7837397456169128
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0.7730706334114075
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0.7486758232116699
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0.7415995001792908
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