A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930)
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scientific article; zbMATH DE number 5261892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heuristic adaptive choice of the threshold for bias-corrected Hill estimators |
scientific article; zbMATH DE number 5261892 |
Statements
A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (English)
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10 April 2008
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heavy tails
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extreme value index
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semi-parametric estimation
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adaptive threshold choice
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statistics of extremes
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tables
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