Change point test for tail index for dependent data (Q649099)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point test for tail index for dependent data |
scientific article |
Statements
Change point test for tail index for dependent data (English)
0 references
30 November 2011
0 references
regular variation
0 references
Hill's estimator
0 references
change point test
0 references
0 references
0 references
