Local estimation of the second-order parameter in extreme value statistics and local unbiased estimation of the tail index (Q4648648)
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scientific article; zbMATH DE number 6104758
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| English | Local estimation of the second-order parameter in extreme value statistics and local unbiased estimation of the tail index |
scientific article; zbMATH DE number 6104758 |
Statements
Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (English)
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12 November 2012
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bias-correction
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kernel estimator
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Pareto-type distribution
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regression
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second-order parameter
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0.8506051301956177
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0.8335795998573303
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0.8069994449615479
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0.8065646290779114
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