Estimation of Tails and Related Quantities Using the Number of Near-Extremes (Q4678815)
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scientific article; zbMATH DE number 2171264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Tails and Related Quantities Using the Number of Near-Extremes |
scientific article; zbMATH DE number 2171264 |
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Estimation of Tails and Related Quantities Using the Number of Near-Extremes (English)
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23 May 2005
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asymptotic normality
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estimation of tail index
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estimation of the upper endpoint
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generalized Pareto distribution
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