Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450)
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scientific article; zbMATH DE number 7482678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications |
scientific article; zbMATH DE number 7482678 |
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Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (English)
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1 March 2022
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generalized means
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heavy tails
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Monte-Carlo simulation
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semi-parametric estimation
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statistics of extremes
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