A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491)
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scientific article; zbMATH DE number 6485073
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| English | A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes |
scientific article; zbMATH DE number 6485073 |
Statements
A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (English)
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24 September 2015
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extreme value index
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conditional extremes
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heteroscedastic extremes
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consistency
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0.8244771361351013
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0.80784672498703
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0.7998011708259583
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0.7986919283866882
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0.7876118421554565
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