Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204)
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scientific article; zbMATH DE number 6004727
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| English | Estimating generalized state density of near-extreme events and its applications in analyzing stock data |
scientific article; zbMATH DE number 6004727 |
Statements
Estimating generalized state density of near-extreme events and its applications in analyzing stock data (English)
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10 February 2012
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extreme value statistics
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domains of attraction
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density of states
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generalized density of near-extreme events
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kernel density estimate
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0.7214570641517639
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0.7171010375022888
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0.6838215589523315
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0.6787863373756409
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