A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930)
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scientific article; zbMATH DE number 5261892
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| 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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0.8453521728515625
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0.8316730260848999
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0.8245916366577148
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0.8229652047157288
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0.8227659463882446
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