A robust prediction error criterion for pareto modelling of upper tails (Q5295957)
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scientific article; zbMATH DE number 5175925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust prediction error criterion for pareto modelling of upper tails |
scientific article; zbMATH DE number 5175925 |
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A robust prediction error criterion for pareto modelling of upper tails (English)
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31 July 2007
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extreme value
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income distribution
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M-estimator
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Pareto model
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regression
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robustness
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tail index
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value at risk
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