Generalized Pickands estimators for the extreme value index (Q707049)
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scientific article; zbMATH DE number 2132728
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| English | Generalized Pickands estimators for the extreme value index |
scientific article; zbMATH DE number 2132728 |
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Generalized Pickands estimators for the extreme value index (English)
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9 February 2005
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Pickands estimator
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Extreme value index
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Generalized Pareto distribution
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Threshold exceedances
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Second-order regular variation
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Tail quantile function
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0.9628271
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0.9559672
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0.94843876
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