Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066)
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scientific article; zbMATH DE number 7727656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimators of tail index and extreme quantiles under dependence serials |
scientific article; zbMATH DE number 7727656 |
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Improved estimators of tail index and extreme quantiles under dependence serials (English)
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16 August 2023
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estimation
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tail index
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extreme quantiles
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heavy-tailed
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bias reduction
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dependent serials
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