Peaks over random threshold methodology for tail index and high quantile estimation (Q5429809)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Peaks over random threshold methodology for tail index and high quantile estimation |
scientific article; zbMATH DE number 5217602
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Peaks over random threshold methodology for tail index and high quantile estimation |
scientific article; zbMATH DE number 5217602 |
Statements
4 December 2007
0 references
heavy tails
0 references
high quantiles
0 references
semi-parametric estimation
0 references
linear property
0 references
sample of excesses
0 references
0.9122992753982544
0 references
0.849236011505127
0 references
0.8409956693649292
0 references
0.8329158425331116
0 references
0.8049997687339783
0 references
