Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails (Q5205512)
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scientific article; zbMATH DE number 7142729
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| English | Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails |
scientific article; zbMATH DE number 7142729 |
Statements
12 December 2019
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extreme value index
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tail estimation
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extended Pareto distribution
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shrinkage estimators
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0.8064032196998596
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0.8047827482223511
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0.8018926978111267
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0.8012425303459167
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